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AIP conference proceedings

How Good Is Langevin?

N. G. van Kampen

Published Jan 1, 2005• 0 citations
Publisher

Abstract

The Langevin equation is universally applied to describe noise in physical systems of all kinds. In order to derive it, rather than postulating it, one has to introduce a noise source such as an environment or “reservoir”. The solution requires that at some initial time the reservoir is in equilibrium and uncorrelated with the system. This is unphysical and moreover, in the quantum mechanical case leads to inconsistencies. The way to overcome this anomaly is by considering the equilibrium of system and noise source combined. The resulting equations for the time dependent correlations between various operators can be computed. In order to find out whether the Langevin equation is able to reproduce the result we consider the explicitly solvable system of a harmonic oscillator in a harmonic bath. Conclusion: Langevin cannot describe quantum noise but belongs to the realm of mesoscopic physics.

DOI
10.1063/1.2138588

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How Good Is Langevin

N. G. van Kampen

UNLABELLED: The Langevin equation is universally applied to describe noise in physical systems of all kinds. To derive it, rather than postulate it, one has to introduce a noise source such as an environment or "reservoir". The solution requires that at some initial time the reservoir is in equilibrium and uncorrelated with the system. This is unphysical and, moreover, in the quantum mechanical case leads to inconsistencies. The way to overcome this anomaly is to consider the equilibrium of system and noise source combined. Then the resulting time-dependent equations for the correlation of various operators can be given. To find out whether they can be reproduced by a Langevin equation, the result is applied to the explicitly solvable system of a harmonic oscillator in a harmonic bath. CONCLUSION: Langevin cannot describe quantum noise but belongs to the realm of mesoscopic physics.

The Journal of Physical Chemistry B•Sep 28, 2005•7 citations

Quantum Noise. IV. Quantum Theory of Noise Sources

M. Lax

For a quantum system describable in a Markoffian way, via a set of variables $\mathrm{a}={{a}_{1}, {a}_{2}, \ensuremath{\cdots}}$, we show that the Langevin noise sources ${F}_{\ensuremath{\mu}}$ in the operator equations of motion $\frac{d{a}_{\ensuremath{\mu}}}{\mathrm{dt}}={A}_{\ensuremath{\mu}}(\mathrm{a})+{F}_{\ensuremath{\mu}}$ possess second moments $〈{F}_{\ensuremath{\mu}}(t){F}_{\ensuremath{\nu}}(u)〉=2〈{D}_{\ensuremath{\mu}\ensuremath{\nu}}(\mathrm{a}, t)〉\ensuremath{\delta}(t\ensuremath{-}u)$. The diffusion coefficients ${D}_{\ensuremath{\mu}\ensuremath{\nu}}$ can be determined from a knowledge of the mean equations of motion via the (exact) time-dependent Einstein relation $2〈{D}_{\ensuremath{\mu}\ensuremath{\nu}}〉=\ensuremath{-}〈{A}_{\ensuremath{\mu}}{a}_{\ensuremath{\nu}}〉\ensuremath{-}〈{a}_{\ensuremath{\mu}}{A}_{\ensuremath{\nu}}〉+\frac{d〈{a}_{\ensuremath{\mu}}(t){a}_{\ensuremath{\nu}}(t)〉}{\mathrm{dt}}$, where $〈 〉$ represents a reservoir average. The sources ${F}_{\ensuremath{\mu}}$, ${F}_{\ensuremath{\nu}}$ do not commute with one another, and as a result the commutation rules of the ${a}_{\ensuremath{\mu}}$ are shown to be preserved in time. The mean motion and diffusion coefficients are calculated for a harmonic oscillator, and for a set of atomic levels. We prove that two dynamically coupled systems (e.g., field and atoms) have uncorrelated Langevin forces if they are coupled to independent reservoirs. Radiation-field-atom coupling adds no new noise sources. We thus obtain simply the maser model including noise sources used in Quantum Noise V. Direct calculations of the mean motion and fluctuations in a system coupled to a reservoir yield relationships in agreement with the Einstein relation. For reservoirs violating time reversal, anomalous frequency shifts are found possible that violate the Ritz combination principle since $\ensuremath{\Delta}{\ensuremath{\omega}}_{12}+\ensuremath{\Delta}{\ensuremath{\omega}}_{23}+\ensuremath{\Delta}{\ensuremath{\omega}}_{31}$ need not vanish.

Physical Review•May 6, 1966•451 citations

Master Langevin equations: Origin of asymptotic diffusion

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We extend the master-equation treatment of dynamical evolution of a system-plus-reservoir configuration including the propagation of initial correlations as a noise source. Specializing into the quantum harmonic oscillator coupled to a fermionic heat bath, we develop a model for the diffusion matrix in the space of diagonal density operators. It can be shown that mean values of observables undergo Langevin-like motion and, in particular, that the mean value and dispersion of the oscillator quanta approach the canonical equilibrium values. A final interpretation of the characteristics and role of the noise source is given.

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Quantum theory of damping – Heisenberg–Langevin approach

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In the previous chapter, we developed the equation of motion for a system as it evolved under the influence of an unobserved (reservoir) system. We used the density matrix approach and worked in the interaction picture. In this chapter, we consider the same problem of the system-reservoir interaction using a quantum operator approach. We again eliminate the reservoir variables. The resulting equations for the system operators include, in addition to the damping terms, the noise operators which produce fluctuations. These equations have the form of classical Langevin equations, which describe, for example, the Brownian motion of a particle suspended in a liquid. The Heisenberg–Langevin approach discussed in this chapter is particularly suitable for the calculation of two-time correlation functions of the system operator as is, for example, required for the determination of the natural linewidth of a laser. We first consider the damping of the harmonic oscillator by an interaction with a reservoir consisting of many other simple harmonic oscillators. This system describes, for example, the damping of a single-mode field inside a cavity with lossy mirrors. The reservoir, in this case, consists of a large number of phonon-like modes in the mirrors. We also consider the decay of the field due to its interaction with an atomic reservoir. An interesting application of the theory of the system–reservoir interaction is the evolution of an atom inside a damped cavity. It is shown that the spontaneous transition rate of the atom can be substantially enhanced if it is placed in a resonant cavity.

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Quantum Brownian motion with non-Gaussian noises: Fluctuation-Dissipation Relation and nonlinear Langevin equation

Hing-Tong Cho, Bei-Lok Hu

Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$ harmonic oscillators (with mass $m_n$, natural frequency $ω_n$, position $q_n$ and momentum $p_n$ variables) in the form $\sum_{n}\left(v_{n1}(x)q_{n}^{k}+v_{n2}(x)p_{n}^{l}\right)$ where $k, l$ are integers (the present work only considers the $k=l=2$ cases). The vertex functions $v_{n1}, v_{n2} $ are of the form $v_{n1}=λC_{n1} f(x), v_{n2}(x)=-λ\,C_{n2}m_{n}^{-2}ω_{n}^{-2}f(x)$ where $C_{n1,2}$ are the coupling constants with the $n$th oscillator, $f(x)$ is any arbitrary function of $x$, and $λ$ is a dimensionless constant. Employing the closed-time-path formalism the influence action $S_{IF}$ is calculated using a perturbative expansion in $λ$. It is possible to identify the terms in $S_{IF}$ quadratic or higher in $Δ(s)\equiv f(x_{+}(s))-f(x_{-}(s))$ to constitute the noise kernel, while terms linear in $Δ$ to that of the dissipation kernel. The non-Gaussian noise kernel gives rise to non-zero three-point correlation function of the corresponding stochastic force. The pathway presented here should be useful for the exploration of \textit{non-Gaussian properties of systems nonlinearly coupled with their environments}; examples in early universe cosmology and in quantum optomechanics (QOM) are mentioned. A modified fluctuation-dissipation relation (FDR) is also established, which ensures the consistency of the model and the accuracy of results even at higher perturbative orders. Another result of significance is the derivation of a nonlinear Langevin equation which is expected to be useful for many open quantum system applications.

quant-pharXiv:2602.10421•Feb 12, 2026•0 citations

Towards a satisfactory formulation of the quantum Langevin equation

Hiroshi Hasegawa, John R. Klauder, M. Lakshmanan

The quantum mechanical Langevin equation for a damped harmonic oscillator with operator-valued-noise, da t /dt=(-i omega - gamma )A t + lambda w(t), is reinvestigated. By assuming the canonical commutation relation at initial time, (A 0 , A 0 *)=1, and a Hermitian operator for the Gaussian quantum noise w(t), it is shown that Streater's procedure to satisfy (A t ,A t *)=1 for all later time yields an improved result: the noise operator w(t) can be determined universally and normalised such that, by choosing lambda 2 =2 gamma ( beta h(cross) omega ) -1 , the (symmetrised) power spectrum of w(t) is equal to the physically significant form 1 / 2 beta h(cross) omega coth( 1 / 2 beta h(cross) omega ), where beta is the inverse temperature of the heat bath, thus ensuring the beta -KMS correlation functions for any pair of operators.

Journal of Physics A Mathematical and General•Feb 21, 1985•7 citations
The Langevin equation is universally applied to describe noise in physical systems of all kinds. In order to derive it, rather than postulating it, one has to introduce a noise source such as an environment or “reservoir”. The solution requires that at some initial time the reservoir is in equilibrium and uncorrelated with the system. This is unphysical and moreover, in the quantum mechanical case leads to inconsistencies. The way to overcome this anomaly is by considering the equilibrium of system and noise source combined. The resulting equations for the time dependent correlations between various operators can be computed. In order to find out whether the Langevin equation is able to reproduce the result we consider the explicitly solvable system of a harmonic oscillator in a harmonic bath. Conclusion: Langevin cannot describe quantum noise but belongs to the realm of mesoscopic physics.
UNLABELLED: The Langevin equation is universally applied to describe noise in physical systems of all kinds. To derive it, rather than postulate it, one has to introduce a noise source such as an environment or "reservoir". The solution requires that at some initial time the reservoir is in equilibrium and uncorrelated with the system. This is unphysical and, moreover, in the quantum mechanical case leads to inconsistencies. The way to overcome this anomaly is to consider the equilibrium of system and noise source combined. Then the resulting time-dependent equations for the correlation of various operators can be given. To find out whether they can be reproduced by a Langevin equation, the result is applied to the explicitly solvable system of a harmonic oscillator in a harmonic bath. CONCLUSION: Langevin cannot describe quantum noise but belongs to the realm of mesoscopic physics.
For a quantum system describable in a Markoffian way, via a set of variables $\mathrm{a}={{a}_{1}, {a}_{2}, \ensuremath{\cdots}}$, we show that the Langevin noise sources ${F}_{\ensuremath{\mu}}$ in the operator equations of motion $\frac{d{a}_{\ensuremath{\mu}}}{\mathrm{dt}}={A}_{\ensuremath{\mu}}(\mathrm{a})+{F}_{\ensuremath{\mu}}$ possess second moments $〈{F}_{\ensuremath{\mu}}(t){F}_{\ensuremath{\nu}}(u)〉=2〈{D}_{\ensuremath{\mu}\ensuremath{\nu}}(\mathrm{a}, t)〉\ensuremath{\delta}(t\ensuremath{-}u)$. The diffusion coefficients ${D}_{\ensuremath{\mu}\ensuremath{\nu}}$ can be determined from a knowledge of the mean equations of motion via the (exact) time-dependent Einstein relation $2〈{D}_{\ensuremath{\mu}\ensuremath{\nu}}〉=\ensuremath{-}〈{A}_{\ensuremath{\mu}}{a}_{\ensuremath{\nu}}〉\ensuremath{-}〈{a}_{\ensuremath{\mu}}{A}_{\ensuremath{\nu}}〉+\frac{d〈{a}_{\ensuremath{\mu}}(t){a}_{\ensuremath{\nu}}(t)〉}{\mathrm{dt}}$, where 〈〉〈 〉〈〉 represents a reservoir average. The sources ${F}_{\ensuremath{\mu}}$, ${F}_{\ensuremath{\nu}}$ do not commute with one another, and as a result the commutation rules of the ${a}_{\ensuremath{\mu}}$ are shown to be preserved in time. The mean motion and diffusion coefficients are calculated for a harmonic oscillator, and for a set of atomic levels. We prove that two dynamically coupled systems (e.g., field and atoms) have uncorrelated Langevin forces if they are coupled to independent reservoirs. Radiation-field-atom coupling adds no new noise sources. We thus obtain simply the maser model including noise sources used in Quantum Noise V. Direct calculations of the mean motion and fluctuations in a system coupled to a reservoir yield relationships in agreement with the Einstein relation. For reservoirs violating time reversal, anomalous frequency shifts are found possible that violate the Ritz combination principle since $\ensuremath{\Delta}{\ensuremath{\omega}}_{12}+\ensuremath{\Delta}{\ensuremath{\omega}}_{23}+\ensuremath{\Delta}{\ensuremath{\omega}}_{31}$ need not vanish.
We extend the master-equation treatment of dynamical evolution of a system-plus-reservoir configuration including the propagation of initial correlations as a noise source. Specializing into the quantum harmonic oscillator coupled to a fermionic heat bath, we develop a model for the diffusion matrix in the space of diagonal density operators. It can be shown that mean values of observables undergo Langevin-like motion and, in particular, that the mean value and dispersion of the oscillator quanta approach the canonical equilibrium values. A final interpretation of the characteristics and role of the noise source is given.
In the previous chapter, we developed the equation of motion for a system as it evolved under the influence of an unobserved (reservoir) system. We used the density matrix approach and worked in the interaction picture. In this chapter, we consider the same problem of the system-reservoir interaction using a quantum operator approach. We again eliminate the reservoir variables. The resulting equations for the system operators include, in addition to the damping terms, the noise operators which produce fluctuations. These equations have the form of classical Langevin equations, which describe, for example, the Brownian motion of a particle suspended in a liquid. The Heisenberg–Langevin approach discussed in this chapter is particularly suitable for the calculation of two-time correlation functions of the system operator as is, for example, required for the determination of the natural linewidth of a laser. We first consider the damping of the harmonic oscillator by an interaction with a reservoir consisting of many other simple harmonic oscillators. This system describes, for example, the damping of a single-mode field inside a cavity with lossy mirrors. The reservoir, in this case, consists of a large number of phonon-like modes in the mirrors. We also consider the decay of the field due to its interaction with an atomic reservoir. An interesting application of the theory of the system–reservoir interaction is the evolution of an atom inside a damped cavity. It is shown that the spontaneous transition rate of the atom can be substantially enhanced if it is placed in a resonant cavity.
Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable xxx) as the system, {\it nonlinearly} coupled to an environment of NNN harmonic oscillators (with mass mnm_nmn​, natural frequency ωnω_nωn​, position qnq_nqn​ and momentum pnp_npn​ variables) in the form ∑n(vn1(x)qnk+vn2(x)pnl)\sum_{n}\left(v_{n1}(x)q_{n}^{k}+v_{n2}(x)p_{n}^{l}\right)∑n​(vn1​(x)qnk​+vn2​(x)pnl​) where k,lk, lk,l are integers (the present work only considers the k=l=2k=l=2k=l=2 cases). The vertex functions $v_{n1}, v_{n2} $ are of the form vn1=λCn1f(x),vn2(x)=−λ Cn2mn−2ωn−2f(x)v_{n1}=λC_{n1} f(x), v_{n2}(x)=-λ\,C_{n2}m_{n}^{-2}ω_{n}^{-2}f(x)vn1​=λCn1​f(x),vn2​(x)=−λCn2​mn−2​ωn−2​f(x) where Cn1,2C_{n1,2}Cn1,2​ are the coupling constants with the nnnth oscillator, f(x)f(x)f(x) is any arbitrary function of xxx, and λλλ is a dimensionless constant. Employing the closed-time-path formalism the influence action SIFS_{IF}SIF​ is calculated using a perturbative expansion in λλλ. It is possible to identify the terms in SIFS_{IF}SIF​ quadratic or higher in Δ(s)≡f(x+(s))−f(x−(s))Δ(s)\equiv f(x_{+}(s))-f(x_{-}(s))Δ(s)≡f(x+​(s))−f(x−​(s)) to constitute the noise kernel, while terms linear in ΔΔΔ to that of the dissipation kernel. The non-Gaussian noise kernel gives rise to non-zero three-point correlation function of the corresponding stochastic force. The pathway presented here should be useful for the exploration of \textit{non-Gaussian properties of systems nonlinearly coupled with their environments}; examples in early universe cosmology and in quantum optomechanics (QOM) are mentioned. A modified fluctuation-dissipation relation (FDR) is also established, which ensures the consistency of the model and the accuracy of results even at higher perturbative orders. Another result of significance is the derivation of a nonlinear Langevin equation which is expected to be useful for many open quantum system applications.
The quantum mechanical Langevin equation for a damped harmonic oscillator with operator-valued-noise, da t /dt=(-i omega - gamma )A t + lambda w(t), is reinvestigated. By assuming the canonical commutation relation at initial time, (A 0 , A 0 *)=1, and a Hermitian operator for the Gaussian quantum noise w(t), it is shown that Streater's procedure to satisfy (A t ,A t *)=1 for all later time yields an improved result: the noise operator w(t) can be determined universally and normalised such that, by choosing lambda 2 =2 gamma ( beta h(cross) omega ) -1 , the (symmetrised) power spectrum of w(t) is equal to the physically significant form 1 / 2 beta h(cross) omega coth( 1 / 2 beta h(cross) omega ), where beta is the inverse temperature of the heat bath, thus ensuring the beta -KMS correlation functions for any pair of operators.