Chapter 4

Linear response coefficients. General

properties

4.1 Introduction
The concept of linear response applies to a large number of phenomena where it is possi-
ble to identify a cause (or excitation) and a consequence (or response) related by a linear
relation. In these lectures, we are primarily interested in coefficients introduced for de-
scribing transport phenomena. Let us mention for instance Fourier’s law φcd = −k∇T for
heat transport, Ohm’s law for charge transport j = σE and Fick’s law jN = −D∇N for
particles transport. Here, the fluxes are the consequences and the gradients are the causes.
Yet, the scope of linear response theory is not restricted to transport phenomena. Linear
responses can also be found in different contexts: the polarisation induced by an electric
field P = �0 χE, the magnetization induced by a magnetic field M = µ0 (µr − 1)H, the
length variation of a spring when a force is applied x = −F/k, the charge in a capacitor
when applying a voltage Q = CU , etc
It is worth pointing out that the linear coefficients can be introduced phenomenolog-
ically from an experimental approach. There are tables where the electrical or thermal
conductivities can be found for different materials. From a theoretical point of view, these
coefficients can be derived by assuming that the systems are in a situation close to equi-
librium and considering the presence of an excitation (the cause) as a perturbation. The
linearity of the response is a direct consequence of the fact that it is possible to seek a so-
lution using a first order perturbation approximation. This is the route that we will follow
in the next chapter devoted to linear response theory and fluctuation-dissipation theorem.
Here, we assume that the linear relation is an experimental fact and we do not attempt to
derive it from first principles. However, this linear response must be consistent with general
principles of physics. For instance, a linear response relation must:

- be translationally invariant in time for stationary systems;

- be causal: the consequence cannot precede the cause;
- satisfy the second principle.

Accounting for all these conditions entails some specific properties of the linear re-
sponse coefficients. It is the purpose of this chapter to establish these properties. Let us
note that we will only make the assumption of a linear response. Hence, the properties that

39
40 CHAPTER 4. LINEAR RESPONSE COEFFICIENTS. GENERAL PROPERTIES

we will derive are extremely general.

4.2 Response function

We start by writing the most general form of a linear relation connecting a scalar excitation
F (t) hereafter called generalized force and its response denoted by X(t). Writing a linear
form of the type X(t) = χF (t) is a very particular form because it is instantaneous. The
most general form relates X(t) to all the values F (t) taken by the force at any time t. Hence,
we can cast the relation in the form :
� ∞
X(t) = χ(t, t� )F (t� )dt� , (4.1)
−∞

where we have introduced a linear response function χ(t, t� ). Let us now consider a station-
ary system. Let us consider the example of a spring whose force constant does not change
in time. It follows that the linear response function is only a function of t − t� so that if
the same experiment is repeated at two different times, it will produce the same result be-
cause the system does not depend on time t. Only the interval t − t� between excitation
and response matters. Hence, for a stationary system, the linear response can be cast in the
form:
� ∞
X(t) = χ(t − t� )F (t� )dt� . (4.2)
−∞

This form suggests that the response at time t may depend on forces at times t� > t.
This would violate the causality principle. Indeed, the cause must precede the consequence.
Hence, the linear response function needs to satisfy the condition:

χ(t) = 0 if t < 0. (4.3)

Finally, we obtain the following general form for a linear response satisfying stationarity
and causality:

� t
X(t) = χ(t − t� )F (t� )dt� . (4.4)
−∞

We can now discuss some properties of the linear response function. First of all, let us
assume that we excite the system with a pulse F0 δ(t − t0 ). We obtain a response X(t) =
χ(t − t0 )F0 . It is seen that χ is the response of the system to a pulse. Hence, this response
function is also called impulse response function.
It is important to note that the response function introduces a time scale. Indeed, the
response function decays with a typical time denoted τ . This time scale is typically the time
needed by the system to return to equilibrium. Let us consider for example a circuit with a
capacitor and a resistance. The typical decay time is given by τ = RC. In other words, this
typical time scale characterizes the memory of the system. Note that it is a general property
that the response function tends to zero for long times. This follows from the existence of
dissipation processes.
4.3. SUSCEPTIBILITY 41

Finally, we consider the particular case of a force varying very slowly as compared to
the typical system time scale τ . It is then possible to approximate the linear relation:
� t � t
� � �
X(t) = χ(t − t )F (t )dt ≈ F (t) χ(t − t� )dt� = χ0 F (t), (4.5)
−∞ −∞
�t �∞
where we have introduced χ0 = −∞ χ(t − t� )dt� = 0 χ(u)du. We have obtained a
linear relation connecting the force and the response at the same time. This approximation
amounts to consider that the response can be simplified using χ0 δ(t−t� ). This clearly means
that the response is considered to be instantaneous. It is very important to realize that this
is strictly equivalent to assume that dispersion can be neglected. This will be discussed in
the following section.

4.3 Susceptibility
The goal of this section is to introduce a spectral analysis of the linear response. We will
establish that stationarity, causality and the second principle impose severe constraints on
the Fourier transform of the linear response function.

4.3.1 Definition
We first note that for a stationary system, the linear response relation is a convolution prod-
uct: � ∞
X(t) = χ(t − t� )F (t� )dt� , where χ(t) = 0 if t < 0. (4.6)
−∞

It follows that the Fourier transforms are simply related:

X(ω) = χ(ω)F (ω) , (4.7)

where we have introduced:

� ∞ � ∞
dω dω
X(t) = X(ω) exp(−iωt) ; F (t) = F (ω) exp(−iωt) ; (4.8)
2π 2π
�−∞∞
−∞
dω
χ(t) = χ(ω) exp(−iωt) .
−∞ 2π

The Fourier transform of the linear response function χ(ω) is called susceptibility or
complex admittance. Given that the linear response function is a real function, we have the
property:
χ(−ω) = χ∗ (ω). (4.9)
Let us emphasize that it is equivalent to know the linear response or the susceptibility
for all the spectrum. Knowing the frequency dependence of the susceptibility amounts to
know the dispersive behaviour of the system. For the particular case of an instantaneous
response χ(t) = χ0 δ(t), we find that χ(ω) = χ0 does not depend on frequency: this is a
non-dispersive system.
To summarize, when a system is excited by by a generalized force with slow time vari-
ations as compared to the time scale of the system, the system ”follows” the excitation
instantaneously. In frequency domain, this corresponds to a non-dispersive behaviour.
42 CHAPTER 4. LINEAR RESPONSE COEFFICIENTS. GENERAL PROPERTIES

4.3.2 Dissipation
The goal of this section is to establish that the dissipation rate of the system energy is
proportional to the imaginary part of the susceptibility χ�� = �(χ). We will also prove
that at equilibrium, the imaginary part of the susceptibility χ�� = �(χ) is positive so that
”negative” losses (i.e. amplification) are impossible. This property follows from the first
and second principle of thermodynamics. To proceed, let us first consider a system that
receives work done by the generalized force and exchanges heat with its environment which
is considered to be a thermostat at temperature T0 . Our starting point is energy conservation
expressed by the first principle in the form:

dU = δW + δQ, (4.10)

where δW stands for the work received by the system and δQ is the heat received by
the system. The work done by F on the system is given by δW = F dX = F vdt
where we have introduced the notation v = Ẋ. Let us now consider a harmonic force
F0 cos(2πt/T ) = F0 cos(ωt) = Re[F0 exp(−iωt)]. The response is also monochromatic
and given by X(t) = Re[X0 exp(−iωt] = Re[χ(ω)F0 exp(−iωt]. During a period, the
internal energy changes and comes back to its initial value so that its variation is null. It
follows that: � � �
t+T t+T t+T
dU = 0 = δW + δQ. (4.11)
t t t
Heat and work exchanged during a cycle are therefore related by:
� t+T � t+T � t+T
δW = F (t� ) v(t� ) dt� = − δQ. (4.12)
t t t

This energy conservation equation shows that the energy received by the system is released
as heat by the system to the environment. The work done during a cycle can be computed
directly:
� t+T � � � � �
1 � 1 t+T F0 e−iωt + F0∗ eiωt −χ(ω)F0 e−iωt + χ∗ (ω)F0∗ eiωt
F v dt = iω
T t T t 2 2
ω 2
= �[χ(ω)]|F (ω)| . (4.13)
2
This formula shows that the average power transferred to the system is given by ω2 |F (ω)|2 �(χ).
Finally, the second principle imposes:

δQ
dS ≥ , (4.14)
T0
where T0 is the temperature of the thermostat in contact with the system. We know that
entropy is a state function so that its variation during a cycle is null. It follows that
� t+T � t+T
ωT
T0 dS = 0 ≥ δQ = − |F (ω)|2 Im(χ). (4.15)
t t 2

Finally, using the first and second principle, we have established:

χ�� (ω) ≥ 0 . (4.16)

4.3. SUSCEPTIBILITY 43

Note that the final result depends �on the conventional choice of the sign in the Fourier
transform. If we had used χ(t) = χ(ω) exp(iωt)dω/2π, we would have obtained a
velocity v = iωX instead of −iωX so that we would have obtained χ�� (ω) ≤ 0.
Let us finally note that equation (4.15) shows that the work done by the generalized force
on the system is positive whereas the heat received by the system is negative. This work
corresponds to the energy transferred to the thermostat as heat. In other words, the system
transforms work in heat: this is the absorption process. This transformation of work into
heat coincides with a production of entropy transferred to the thermostat. The imaginary
part of the susceptibility is therefore the quantity that characterizes the absorption by the
system.
Let us finally emphasize that we have assumed that the system is at equilibrium at all
times because we have used the first and second principle. A system out of equilibrium can
have a susceptibility with the opposite sign. This is for instance the case of the amplify-
ing medium in a laser where absorption is replaced by amplification. Needless to say, the
amplifying medium is not in equilibrium.

4.3.3 Causality. Kramers-Kronig relations

The goal of this section is to establish relations which follow directly from causality. We
will show that the knowledge of the real part of the susceptibility for all frequencies allows
to derive the imaginary part of the susceptibility and vice versa. Interestingly, Kramers-
Kronig relations apply to any system with a linear and causal response. The link between
the real and the imaginary part of the susceptibility is a direct consequence of the causality.
Causality consequence

As discussed above, causality implies:

χ(t) = 0 if t<0 (4.17)

It follows that the inversion formula of Fourier transforms Eq.(4.8) can be cast in the
form: � ∞
χ(ω) = χ(t) exp(iωt)dt. (4.18)
0
Here, causality appears because we integrate only over positive values of time t. In what
follows, we need to define χ(ω) for complex values of ω (ω = ω � + iω �� ). Equation (4.18)
allows computing χ(ω) for any complex value of ω. This is called an analytic continuation.
We now examine the consequences of causality on the properties of χ(ω). Causality implies
the following identity:

χ(t) = χ(t)H(t), (4.19)

where H(t) is the Heaviside step function:

H(t) = 1 for t ≥ 0 H(t) = 0 if t < 0. (4.20)

Since the Fourier transform of a product is the convolution product of the Fourier trans-
forms, we find, using the Fourier transform of the Heaviside function, the identity:
� ∞ � �
dω � � � i
χ(ω) = χ(ω ) πδ(ω − ω ) + pv , (4.21)
−∞ 2π ω − ω�
44 CHAPTER 4. LINEAR RESPONSE COEFFICIENTS. GENERAL PROPERTIES

where pv denotes the principal value of the integral. Finally, we obtain:

� ∞
i χ(ω � )
χ(ω) = pv �
dω � . (4.22)
π −∞ ω − ω
By taking the real part and the imaginary part of this relation, we find the Kramers-
Kronig relations:

� ∞ � ∞
1 χ�� (ω � ) � −1 χ� (ω � ) �
χ� (ω) = pv dω χ�� (ω) = pv dω (4.23)
π −∞ ω� − ω π −∞ ω� − ω

They can be cast in a slightly different form using:

χ(−ω) = χ∗ (ω). (4.24)

We finally obtain: � ∞
� 2 ω � χ�� (ω � ) �
χ (ω) = pv dω (4.25)
π 0 ω �2 − ω 2
This is a very interesting relation because it yields χ� (ω) satisfying the causality principle
when starting from an approximate form of χ�� . This is a very powerful technique to obtain
the real part of the susceptibility (dispersion information) from an absorption spectrum. For
the sake of illustration, let us consider the real part of the susceptibility χ� (ω) produced by
an absorption line at ωr due to resonance of the system. We can write the imaginary part of
the susceptibility as:

χ�� (ω � ) = Kδ(ω � − ωr ), (4.26)

where K is a constant. Using Eq.(4.25), we derive χ :
2ω0 K
χ� (ω) = . (4.27)
π ωr2 − ω 2

4.4 Relaxation function

4.4.1 Examples and definitions
Let us first introduce the concept of relaxation by using two examples. We first consider
a volume of water in an electrostatic field. The permanent dipoles of water molecules will
align parallel to the field so that a macroscopic dipole moment per unit volume will appear.
Let us now assume that at time t = 0, the electric field is switched off abruptly. The
system will return to its equilibrium state where the molecules dipole moments are randomly
oriented so that the resulting dipole moment is null. This transition to equilibrium is called
relaxation. It takes a typical time called relaxation time. The relaxation time depends on the
microscopic mechanisms at work. Here, the collisions between molecules are responsible
for the relaxation. The typical time scale is thus essentially the mean time between two
collisions.
The second example is the decay of the charge of a capacitor with capacitance C through
a resistor with resistance R. By applying a voltage to the capacitor during a time much
larger than RC, the charge will reach a stationary value. By switching off the voltage,
current will flow through the resistor and the capacitor charge will decay exponentially with
4.4. RELAXATION FUNCTION 45

a time constant τ = RC. This is an example of relaxation, i.e. return to equilibrium after
suppressing a constraint.
We now introduce a formal definition of the relaxation function. Let us consider a con-
stant force F0 applied to the system. The response of the system is a displacement X0 . At
time t = 0, the force is suppressed. The system response is then given by F0 Ψ(t) where we
have introduced the relaxation function Ψ(t).

Let us point out three properties:

- Since the system is linear, the relaxation function must be related to the response function.
- Relaxation is fundamentally driven by losses mechanisms. In the first example, the energy
given to the system by polarizing it is dissipated in water through collisions. In the second
example, the energy given by the voltage supplier to the capacitor is dissipated by Joule
effect in the resistor.
- Relaxation is a measurement of the memory of the system. The decay of the relaxation
function tells how long it takes until the system forgets its initial non-equilibrium state.
These remarks give a hint on the fundamental properties underlying the linear response
theory based on fluctuation-dissipation theorem. We can guess that there must be a link
between losses, memory time and linear response.

4.4.2 Response function and relaxation function

It is a simple matter to establish a link between the relaxation function and the response
function starting from their definitions. Let us consider a constant force applied to the
system from t = −∞ until t = 0. The response function is given by:
� 0 � ∞
X(t) = χ(t − t� )F0 dt� = F0 χ(u) du, (4.28)
−∞ t

where we have introduced the new variable u = t − t� . It is seen that the response of the
system can be cast in the form
X(t) = F0 Ψ(t)

where � ∞
Ψ(t) = χ(u) du. (4.29)
t

Hence, we can derive the response function from the relaxation function. For t < 0, causal-
ity imposes that the response function is null. For t > 0, it can be derived from the relaxation
function so that we finally obtain:

dΨ(t)
χ(t) = −H(t) , (4.30)
dt

where H(t) is Heaviside’s function.

Let us note that the response function is the response to a pulse, the relaxation function is
the response to a step function and the susceptibility is the response to a harmonic excitation.
All of them contain all the information on the system.
46 CHAPTER 4. LINEAR RESPONSE COEFFICIENTS. GENERAL PROPERTIES

4.5 Example
Here, we apply the formalism introduced in this chapter to a well-known example. In order
to illustrate the last remark, we will derive the complex impedance Z(ω) of an RC circuit
starting from the knowledge of its relaxation function. This is certainly not the easiest way
to find the complex impedance of a RC circuit. Yet, it nicely illustrates how the spectral
information can be recovered from the relaxation function. The relaxation function Ψ(t)
is identified from the time decay of the capacitor charge Q(t) = Q0 exp(−t/RC). The
generalized force is the voltage V such that Q = CV where C is the capacitance. We have
Q0 = CV0 so that V0 is the generalized force. Hence, Q(t) = V0 Ψ(t) so that

Ψ(t) = C exp(−t/RC).

We now derive the response function:

dΨ(t) H(t)
χ(t) = −H(t) = exp(−t/RC). (4.31)
dt R
The susceptibility is the Fourier transform of the response function:
� ∞
1 C
χ(ω) = exp(−t/RC) exp(iωt)dt = (4.32)
0 R 1 − iωτ

where we have used the notation τ = RC. In order to find the impedance, we need to
identify the coefficient relating the intensity to the voltage:
−iωC
I(ω) = −iωQ(ω) = −iωχ(ω)U (ω) = U (ω). (4.33)
1 − iωτ
It follows that the impedance is given by:

U (ω) 1
Z(ω) = =R− (4.34)
I(ω) iωC