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Back Forward Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 1 Collective Effects in Equilibrium and Nonequilibrium Physics Website: http://cncs.bnu.edu.cn/mccross/Course/ Caltech Mirror: http://haides.caltech.edu/BNU/

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Page 1: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 1

Collective Effects

in

Equilibrium and Nonequilibrium Physics

WebsitehttpcncsbnueducnmccrossCourse

Caltech MirrorhttphaidescaltecheduBNU

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 2

Todayrsquos Lecture

Onsager Theory and the Fluctuation-Dissipation Theorem

bull Motivation from lecture 1

bull Derivation and discussion

bull Application to nanomechanics and biodetectors

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 3

Motivation

bull So far we have only talked about thermodynamic and equilibrium

consequences of conservation laws and broken symmetries

bull In macroscopic systemsdissipationis important

bull Dissipation is associated with the increase of entropy and is outside of

the scope of thermodynamics where entropy (or the appropriate

thermodynamic potential) is maximized or minimized

bull Onsager and later Callan Greene Kubo and others showed how to

systematically treat systemsnearequilibrium

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 4

Equilibrium under Energy Transfer

Energy E1 Energy E2

JE

Isolated system divided into two weakly coupled halves or subsystems

Initially the whole system is in thermodynamic equilibrium

Take the system away from equilibrium by transferring an energy1E from one half to

the other

For weak coupling the time scale for the relaxation will be correspondingly long

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 5

Dissipative Currents

JE

Temperature T1 Temperature T2

bull Equilibrium is given by the equality of the temperaturesT1 = T2

bull Different temperatures gives a nonequilibrium state and an energy current moving

the system towards equilibrium

bull For small temperature differencesδT = T2 minus T1

JE = minusK δT

K is akinetic coefficientor dissipation coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 2: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 2

Todayrsquos Lecture

Onsager Theory and the Fluctuation-Dissipation Theorem

bull Motivation from lecture 1

bull Derivation and discussion

bull Application to nanomechanics and biodetectors

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 3

Motivation

bull So far we have only talked about thermodynamic and equilibrium

consequences of conservation laws and broken symmetries

bull In macroscopic systemsdissipationis important

bull Dissipation is associated with the increase of entropy and is outside of

the scope of thermodynamics where entropy (or the appropriate

thermodynamic potential) is maximized or minimized

bull Onsager and later Callan Greene Kubo and others showed how to

systematically treat systemsnearequilibrium

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 4

Equilibrium under Energy Transfer

Energy E1 Energy E2

JE

Isolated system divided into two weakly coupled halves or subsystems

Initially the whole system is in thermodynamic equilibrium

Take the system away from equilibrium by transferring an energy1E from one half to

the other

For weak coupling the time scale for the relaxation will be correspondingly long

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 5

Dissipative Currents

JE

Temperature T1 Temperature T2

bull Equilibrium is given by the equality of the temperaturesT1 = T2

bull Different temperatures gives a nonequilibrium state and an energy current moving

the system towards equilibrium

bull For small temperature differencesδT = T2 minus T1

JE = minusK δT

K is akinetic coefficientor dissipation coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 3: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 3

Motivation

bull So far we have only talked about thermodynamic and equilibrium

consequences of conservation laws and broken symmetries

bull In macroscopic systemsdissipationis important

bull Dissipation is associated with the increase of entropy and is outside of

the scope of thermodynamics where entropy (or the appropriate

thermodynamic potential) is maximized or minimized

bull Onsager and later Callan Greene Kubo and others showed how to

systematically treat systemsnearequilibrium

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 4

Equilibrium under Energy Transfer

Energy E1 Energy E2

JE

Isolated system divided into two weakly coupled halves or subsystems

Initially the whole system is in thermodynamic equilibrium

Take the system away from equilibrium by transferring an energy1E from one half to

the other

For weak coupling the time scale for the relaxation will be correspondingly long

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 5

Dissipative Currents

JE

Temperature T1 Temperature T2

bull Equilibrium is given by the equality of the temperaturesT1 = T2

bull Different temperatures gives a nonequilibrium state and an energy current moving

the system towards equilibrium

bull For small temperature differencesδT = T2 minus T1

JE = minusK δT

K is akinetic coefficientor dissipation coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 4: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 4

Equilibrium under Energy Transfer

Energy E1 Energy E2

JE

Isolated system divided into two weakly coupled halves or subsystems

Initially the whole system is in thermodynamic equilibrium

Take the system away from equilibrium by transferring an energy1E from one half to

the other

For weak coupling the time scale for the relaxation will be correspondingly long

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 5

Dissipative Currents

JE

Temperature T1 Temperature T2

bull Equilibrium is given by the equality of the temperaturesT1 = T2

bull Different temperatures gives a nonequilibrium state and an energy current moving

the system towards equilibrium

bull For small temperature differencesδT = T2 minus T1

JE = minusK δT

K is akinetic coefficientor dissipation coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 5: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 5

Dissipative Currents

JE

Temperature T1 Temperature T2

bull Equilibrium is given by the equality of the temperaturesT1 = T2

bull Different temperatures gives a nonequilibrium state and an energy current moving

the system towards equilibrium

bull For small temperature differencesδT = T2 minus T1

JE = minusK δT

K is akinetic coefficientor dissipation coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 6: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 7: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 8: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 9: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 6

Slow Relaxation

bull The temperatures of the subsystems will change at a rate proportional to the rate ofchange of energy

T1 = E1C1 = minusJEC1

T2 = E2C2 = JEC2

whereCi is the thermal capacity of subsystemi

bull Since the relaxationbetweenthe systems is slow each system may be taken asinternally in equilibrium so thatCi is theequilibriumvalue of the specific heat

bull Using JE = minusK δT gives

δT = minus(KC) δT

with

Cminus1 = Cminus11 +Cminus1

2

bull This equation yieldsexponentialrelaxation with a time constant

τ = CK

given by macroscopic quantities

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 10: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 11: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 12: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 7

Entropy Production

bull Since the energy current is the process of the approach to equilibrium

the entropy must increase in this relaxation

bull Rate of change of entropy

S= S1(E1)+ S2(E2) = 1

T1E1+ 1

T2E2

minusJE δTT2 = K (δTT)2

bull Second law requires the kinetic coefficientK gt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 13: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 14: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 15: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 16: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 17: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 18: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 8

Continuum System Nonuniform Temperature

bull Macroscopic system is in equilibrium when the temperature is

uniform in space

bull Spatially varying temperature will lead to energy flows

bull For small slow spatial variations the energy current will be

proportional to the gradient of the temperaturej E = minusKnablaT with K

the thermal conductivity

bull Conservation of energy is given by

parttε = minusnabla middot j E

bull Law of increase of entropy constrains the coefficientK to be positive

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 19: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 20: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 21: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 22: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 23: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 24: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 9

Relaxation Mode

bull Takeδε = CδT with C the specific heat per unit volume

bull For small temperature perturbationsC andK may be taken as

constants

bull The two equations can be combined into the singlediffusionequation

partt T = κnabla2T

with diffusion constantκ = KC

bull The results may be extended to the general case of coupled equations

for more than one conserved quantity Sometimes the coupling gives a

wave equation rather than diffusion

bull Dynamical equations are linear and the time evolution will be the sum

of exponentially oscillatingdecaying modes

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 25: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 26: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

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Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 27: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 28: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 29: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 10

Summary

bull A state near equilibrium decays exponentially towards equilibrium

perhaps with transient oscillations

bull The dynamics is given by equations of motion that are on the one hand

the usual phenomenological equations (in our simple example the heat

current proportional to temperature difference) and on the other hand

consistent with the fundamental laws of thermodynamics

bull Law of the increase of entropy places constraints on thecoefficientsof

the dynamical equations

bull We are left with the task of calculating kinetic coefficients such asK

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 30: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 31: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 32: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 11

Onsagerrsquos Idea (Regression)

bull Decay to equilibrium from a prepared initial condition is related to

dynamics of fluctuations in the equilibrium state

equilibrium lArrrArr near equilibrium

fluctuations lArrrArr dissipation

correlation function lArrrArr kinetic coefficient

bull Relationship may be useful in either direction

bull Framework of derivationlinear response theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 33: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 34: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 35: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 36: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 37: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 38: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 12

Linear Response Theory

bull Calculate the change in a measurement〈B(t)〉 due to the application of a smallldquofieldrdquo F(t) giving a perturbation to the Hamiltonian1H = minusF(t)A

bull Both A andB are determined by the phase space coordinatesr N(t) pN(t) Forexample an electric fieldE = minus(1c)dAdt gives the perturbation

1H = (emc)A(t) middotsum

N

pN(t)

bull Time dependence is given by the evolution ofr N(t) pN(t) according to Hamiltonrsquosequations

bull We can calculate averages in terms of an ensemble of systems given by a knowndistributionρ(r N pN) at t = 0 The expectation value at a later time is then

〈B(t)〉 =int

dr NdpNρ(r N pN)B[r N(t)larr r N pN(t)larr pN ]

bull Could alternatively follow the time evolution ofρ through Liouvillersquos equation

〈B(t)〉 =int

dr NdpNρ(r N pN t)B(r N pN)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 39: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 13

Proof of Onsager Regression Idea

F(t)

t

H = H 0+∆H H = H 0

equi l ibr iumunder H0+∆Hρ=ρH(r Np N)

bull We will consider the special case of a forceF(t) switched on to the valueF0 in the

distant past and then switched off att = 0

bull At t = 0 the distribution is theequilibriumone for theperturbedHamiltonian

bull We are interested in measurements in the system fort gt 0 as it relaxes to equilibrium

bull The dynamics occurs under theunperturbedHamiltonian

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 40: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 41: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 42: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 43: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 14

Onsager Regression Details

bull For t le 0 the distribution is the equilibrium one for the Hamiltonian

H(r N pN) = H0+1H

ρ(r N pN) = eminusβ(H0+1H)

Treminusβ(H0+1H)with Tr equiv

intdr NdpN

bull Average ofB at t = 0 is

〈B(0)〉 = Treminusβ(H0+1H)B(r N pN)

Treminusβ(H0+1H)

bull For t ge 0 the average is

〈B(t)〉 = Treminusβ(H0+1H)B(r N(t)larr r N pN(t)larr pN)

Treminusβ(H0+1H)

The integral is overr N pN and1H = 1H(r N pN) The time

evolution is given byH0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 44: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 45: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 46: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 15

Onsager Regression Details (cont)

bull Expand the exponentialseminusβ(H0+1H) eminusβH0(1minus β1H) so

〈B(t)〉 = 〈B〉0minus β[〈1H B(t)〉0minus 〈B〉0〈1H〉0] + O(1H)2

Here〈〉0 denotes the ensemble average for a system with no

perturbation ie the distributionρ0 = eminusβH0TreminusβH0

In the unperturbed system the Hamiltonian isH0 for all time and

averages such as〈B(t)〉0 are time independentrArr 〈B〉0

bull Writing A(r N pN) = A(0) δA(t) = A(t)minus 〈A〉0 and use

1H = minusF0A(0) gives for the change in the measured quantity

1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0

bull This result proves the Onsager regression hypothesis

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 47: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 48: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 49: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 50: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 16

Kubo Formula

bull For a generalF(t) we write the linear response as

1〈B(t)〉 =int infinminusinfin

χAB(t t prime)F(t prime)dtprime

with χAB the susceptibility or response function with the properties

χAB(t t prime) = χAB(t minus t prime) stationarity of unperturbed system

χAB(t minus t prime) = 0 for t lt t prime causality

χAB(minus f ) = χlowastAB( f ) χAB(t t prime) real

bull For the step function force turned off att = 0

1〈B(t)〉 = F0

int 0

minusinfinχAB(t minus t prime)dtprime = F0

int infint

χAB(τ )dτ

bull Differentiating1〈B(t)〉 = βF0 〈δA(0)δB(t)〉0 then gives the classical Kuboexpression

χAB(t) =minusβ d

dt 〈δA(0)δB(t)〉0 t ge 0

0 t lt 0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 51: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 52: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 53: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 54: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 17

Energy Absorption

bull Rate of doing work on the system is ldquoforcetimes velocityrdquo W = F A

W = F(t)d

dt

int infinminusinfin

χ(t t prime)F(t prime)dtprime

writing simplyχ for χAA

bull For a sinusoidal forceF(t) = 12(Ff e2π i f t + cc) the integral gives the

Fourier transformχ of χ so that the average rate of working is

W( f ) = 142π i f |Ff |2[χ( f )minus χ (minus f )]

= π f |Ff |2(minusχ primeprime( f ))

whereχ primeprime is Im χ and terms varying aseplusmn4π i f t average to zero

bull The imaginary part ofχ tells us about the energy absorption or

dissipation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 55: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 56: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 18

Fluctuation-Dissipation

bull Use the fluctuation expression forχ = χAA

χ primeprime( f ) =int infinminusinfin

χ(t) sin(2π f t)dt (definition of Fourier transform)

= minusβ

int infin0

d

dt〈δA(0)δA(t)〉0 sin(2π f t)dt (fluctuation expression)

= β(2π f )

int infin0〈δA(0)δA(t)〉0 cos(2π f t)dt (integrate by parts)

bull The integral is the spectral density ofA fluctuations so that (including

necessary factors)

GA( f ) = 4kBT(minusχ primeprime( f ))

2π f

This relates the spectral density of fluctuations to the susceptibility

component giving energy absorption

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 57: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 58: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 59: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 60: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 61: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 62: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 19

Langevin Force

bull Suppose the fluctuations inA derive from a fluctuating (Langevin) forceF prime

δA(t) =int infinminusinfin

χ(t t prime)F prime(t prime)dtprime

bull Since the Fourier transform of a convolution is just the product of the Fouriertransforms the spectral density ofA is

GA( f ) = |χ ( f )|2GF ( f )

bull Using the expressionGA( f ) = 4kBT(minusχ primeprime( f ))2π f leads to

GF ( f ) = 4kBT1

2π fIm

[1

χ ( f )

]

bull Instead of the susceptibility introduce theimpedanceZ = FA so that

Z( f ) = 1

2π i f

1

χ( f )

bull Defining the ldquoresistancerdquoR( f ) = ReZ( f ) gives

GF ( f ) = 4kBT R( f )

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 63: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 20

Quantum Result

bull The derivations have been classical

bull In a quantum treatmentA andB as well asH areoperatorsthat may

not commute

bull The change to the fluctuation-dissipation is to make the replacement

kBT rarr h f2 coth( h f

2kBT ) so that

GF( f ) = 2h f coth(h f2kBT)R( f )

bull Quantum approach was pioneered by Kubo and the set of ideas is

often called the Kubo formalism

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 64: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 21

BioNEMS - Single BioMolecule DetectorProbe

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 65: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 22

BioNEMS Prototype

(Arlett et al Nobel Symposium 131 August 2005)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 66: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 23

Example Design Parameters

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

Dimensions L = 3micro w = 100nmt = 30nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Results Spring constantK = 87mNm vacuum frequencyν0 sim 6MHz

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 67: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 24

Atomic Force Microscopy (AFM)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 68: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 25

Noise in Micro-Cantilevers

Thermal fluctuations (Brownian motion) important for

bull BioNEMS

limit to sensitivity

detection scheme

bull AFM

calibration

Goals (with Mark Paul)

bull Correct formulation of fluctuations for analytic calculations

bull Practical scheme for numerical calculations of realistic geometries

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 69: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 26

Approach Using Fluctuation-Dissipation Theorem

Assume observable is tip displacementX(t)

bull Apply small step force of strengthF0 to tip

bull Calculate or simulate deterministic decay of1X(t) for t gt 0 Then

CX X(t) = 〈δX(t)δX(0)〉e = kBT1X(t)

F0

bull Fourier transform ofCX X(t) gives power spectrum ofX fluctuations

GX(ω)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 70: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 27

F(t)

t

H=H0+∆H H=H0

∆ltX(t)gt

t

F0

〈δX(t)δX(0)〉e = kBT1 〈X(t)〉

F0

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 71: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 28

Advantages of Method

bull Correct

bull Essentially no approximations in formulation

bull Incorporates

full elastic-fluid coupling

non-white spatially dependent noise

no assumption on independence of mode fluctuations

complex geometries

bull Single numerical calculation over decay time gives complete power spectrum

bull Can be modified for other measurement protocols by appropriate choice of

conjugate force

AFM deflection of light (angle near tip)

BioNEMS curvature near pivot (piezoresistivity)

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 72: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 29

Single Cantilever

L

w

h

b

L1

Wall

y

x

z

Localizedstress

Localizedstress

DimensionsL = 3micro W = 100nmL1 = 06micro b = 33nm

Material ρ = 2230Kgm3 E = 125times 1011Nm2

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 73: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 30

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 74: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 31

Adjacent Cantilevers

Correlation of Brownian fluctuations

〈δX2(t)δX1(0)〉e = kBT1X2(t)

F1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 75: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 32

Device Schematic

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 76: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 33

Results Single Cantilever

3d Elastic-fluid code from CFD Research Corporation

1micros force sensitivityKradic

GX(ν)times 1M Hzsim 7pN

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 77: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 34

Results Adjacent Cantilevers

F1

t = 0 t

F

t (micros)

langx1(

0)x 2(

t)rang

(nm

2 )

0 05 1 15 2

-001

-0005

0

s = h

s = 5h

Crosscorrelation of the noise for Cantilever 2

t (micros)

langx1(

0)x 1(

t)rang

(nm

2 )

0 05 1 15 20

02

04Step force

initial condition

Autocorrelation of the noise for Cantilever 1

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 78: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 35

AFM Experiments

0 4000 80000

04

08

12

x 10minus11

2324microtimes 2011microtimes 0573micro Asylum Research AFM (Clarke et al 2005)

Dashed line calculations from fluctuation-dissipation approach

Dotted line calculations from Sader (1998) approach

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)

Page 79: Collective Effects - Condensed Matter Physics › ~mcc › BNU › Slides_5.pdf · Collective Effects in Equilibrium and Nonequilibrium Physics: Lecture 5, April 14, 2006 6 Slow Relaxation

Back Forward

Collective Effects in Equilibrium and Nonequilibrium PhysicsLecture 5 April 14 2006 36

Next Lecture

Hydrodynamics

bull Hydrodynamics of conserved quantities

bull Hydrodynamics of ordered systems (including dissipation)