The Kramers-Kronig Relations

Ian B Mitchell
University of Tennessee (Dated: March 11, 2008) The Kramers-Kronig relations are derived as an extension of residue theorem. Applications and physical interpretation are given in the form of response functions. It is shown that if some property of a physical system responds to an applied force the Fourier transform in the upper half plane must be analytic. Therefore the Kramers-Kronig conditions apply. Finally, the Kramers-Kronig relations are used to better understand a damped, driven harmonic oscillator; a system with robust applications in many areas of physics.

1.

DERIVATION

2.

APPLICATION TO ELECTRIC PERMITTIVITY

The Kramers-Kronig relations are a set of equations that connect the real and imaginary parts of certain complex functions. They were derived independently by Ralph Kronig and Hendrik Anthony Kramers (1). We begin by considering an integral of the form: ( ) d (1)

Recall that the electric permittivity can be expressed as a complex number in general as: =
0

=(

+ i I )

(6)

where ( ) is an analytic function in the upper half plane and ( ) 0 as According to the residue theorem, the contour we choose contains the upper half plane extending to innity, the real axis, and a small hump over the pole = (1). Since the contour contains no poles, the imaginary part vanishes and we are left with a half circle contour over the pole and along the real axis. This implies: ( ) d P =

Where = 1+ where is the electric susceptibility. With = () we can then write the dielectric constant: ()
0

D ()

(7)

( ) d i() = 0

(2)

We can also say that the dielectric constant models the response of a wave packet (specically its Fourier transform) in both dispersive and absorptive qualities; with the real part corresponding to dispersion and the imaginary part corresponding with absorption (2). If we consider dispersion for a traveling wave in a dielectric medium we can write: 1 P i
()

where P is the Cauchy principal value (2). Thus, 1 () = P i

( ) d

(3)

D ()

=1+

1 d

(8)

From this we can tell the real and imaginary parts of (). Re |()| = 1 P

Im |( )| d Re |( )| d

(4)

This comes from that if we assume there are N molecules per volume and Z electrons per molecule in a dielectric material, instead of a single binding frequency there will exist multiple binding frequencies each corresponding to a single electron. This allows us to write: N e2 0m

1 Im |()| = P

(5)

D ()

=1+

2 fk (k 2 ik )1 k

(9)

It is important to note that, due to P, the imaginary and real parts of the function are interrelated (1). Therefore, it is possible to discern the complete function given only one of its parts (2).

Electronic

address: imitchel@utk.edu

Which reduces to equation (8) with the proper choice of the principal value, quantum mechanical calculation of variables, and integrating over all possible frequencies. In the same way we derived the Kramers-Kronig relations, and assuming D () is analytical in the upper half plane; using properties of even and odd functions this allows us to write (1):

2 be expressed in general as Z = Z0 ei . This implies that in general the linear responce function is a complex function much like the electric permittivity discussed above. Therefore, it may be possible to derive a set of KramersKronig relations for this system. We are interested in taking the Fourier transform of the linear reponce function which we will write as: (t) = Aeit Where, as above =
2 0 2 2 . This implies:

Re |

D ()|

=1+

2 P 1 P

Im | D ( )| d Re | D ( )| d

(10)

Im |

D ()|

(11)

It is known that the real part of the dielectric constant relates to dispersive properties. While the imaginary component controls absorptive properties. Due to the Cauchy principle value which may be determined theoretically, it is therefore possible to determine both properties by physically measuring only one (3).
3. PHYSICAL CONSEQUENCES

(16)

F () =

Ae2it d

(17)

2 As we can see a pole exists at 2 2 = 0 . We can follow the residue theorem to obtain:

Furthermore, Kramers-Kronig relations arise in many other areas of physics for the real and imaginary parts of the Fourier transform of the response to any linear causal system (3). For example, consider a damped, driven harmonic oscillator(4): F (t) is the driving force x(t) is the position The dierential equation we would normally solve for this system is as follows: dx d2 x 2 + + 0 x = F (t) 2 dt dt

Re |F ()| = and:

A P

Im |(t)| d

(18)

Im |F ()| = (12)

A P 2

Re |(t)| d

(19)

Which has solutions that exist as the linear combination of the homogeneous solution (undriven) and a steady state solution that is independent of initial conditions. We write them as follows: The steady state solution: F0 sin(t ) (t)

x(t) =

(13)

Where (t) is the linear responce and F0 is the initial d riving force And the homogenous solution: x(t) = A cos( t ) (14)

2 With damped frequency = 0 2 Now consider the output, o(t), of this system as a function of input, F (t), and linear response, (t), dened thusly:

We note that the linear response is now a complex function analytic in the upper half plane with poles along the real axis. Thus, we have derived a set of Kramers-Kronig relations for the harmonic oscillator system. The output of the system will have real and imaginary components based on the linear responce with the real part corresponding to the dispersion of the system (which can be thought of as how out of phase the motion is with the driving force, and the imaginary part relating to the energy loss of the system. Therefore, the imaginary Kramers-Kronig dispersion relation gives us some measure of the energy dissipated by the damping of the system(1). Due to the robust applications of harmonic oscillators such as this in modeling physical systems, there are many dierent areas where Kramers-Kronig relations can arise. Above, we have shown the relations to occur in electrodynamics (dispersive media) and harmonic oscillators. However, these dispersion relations also arise in uid dynamics, quantum mechanics, and many other areas of physics where wave packets are incident upon a dispersive media(4).

4.

REFERENCES

o(t) =
0

(t)F (t)dt

(15) [1]. Mary L. Boas, Mathematical Methods in the Physical Sciences, John Wiley Sons, Inc. Hoboken, NJ (1983).

If we were considering electronics, the linear responce function would be equivalent to the impedance which can

3 [2]. J.D. Jackson, Classical Electrodynamics, 2rd edition. Wiley, New York (1975). [3]. M. Greenhow, High- and low-frequency asymptotic consequences of the Kramers-Kronig relations, J. of Eng. Mathematics, V. 20 4 (Dec. 1986). [4]. J.D. Neufeld, G. Andermann, Kramers-Kronig Dispersion-Analysis Method for Treating Infrared Transmittance Data, J. of the Optical Soc. of America, V. 62 10 (Oct. 1972).