13: Mori-Zwanzig Formulation
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An overarching goal of statistical physics is to derive macroscopic irreversible equations starting with microscopic reversible equations of motion. The Mori-Zwanzig Projection Operator Method achieves this by projecting out the motions of irrelevant variables and studying the equations of the relevant variables. While the Mori-Zwanzig identity provides an exact rearrangement of the Liouville deterministic equation, it is often critiqued as a mathematical identity without immediate physical meaning. The noise is given by deterministic motion of the bath oscillators, where randomness arises from our ignorance of initial conditions. The "memory" physically is the bath's "echo": the system pushes the bath, and the bath pushes back later.
13.1 Introduction
The transition from microscopic, time-reversible processes to macroscopic, irreversible behavior is a central problem in statistical physics, often known as the reversibility paradox. The Mori-Zwanzig Projection Operator Method achieves this by projecting out the motions of irrelevant variables to obtain the generalized Langevin equation (GLE). The GLE is a cornerstone of nonequilibrium statistical mechanics, yet its derivation is often presented in a highly formal manner.
13.2 The Mori-Zwanzig Method
A careful and pedagogic derivation involves using the initial vectors at \(t=0\) in phase space as the basis onto which subsequent vectors are projected. The main ideas include the separation of dynamics into "relevant" and "irrelevant" parts, the use of projection operators, and the resulting GLE which describes coarse-grained dynamics with memory and noise.
13.3 Liouville Dynamics and Decomposition
The dynamics of a vector in phase space is studied using the Liouville Operator \(\mathcal{L}\) defined in terms of the Hamiltonian \(H\). For a system of \(N+1\) degrees of freedom, the state is specified by \(\Gamma=\left(q_{0}, \ldots, q_{N}, p_{0}, \ldots, p_{N}\right)\).
13.3.1 Explicit Form and Evolution
The Liouville operator \(\mathcal{L}\) generates time evolution via the Poisson bracket:
\[ \mathcal{L} A=\{A, H\}=\sum_{\alpha}\left(\frac{\partial A}{\partial q_{\alpha}} \frac{\partial H}{\partial p_{\alpha}}-\frac{\partial A}{\partial p_{\alpha}} \frac{\partial H}{\partial q_{\alpha}}\right) . \tag{13.1} \label{13.1} \]
The equation of motion for \(A(t)\) is given formally by:
\[ \frac{d}{d t} A(t)=\mathcal{L} A(t), \quad A(t)=e^{\mathcal{L} t} A(0) . \tag{13.2} \label{13.2} \]
13.3.2 Projection Operators
The projector \(\mathcal{P}\) projects an arbitrary vector \(B\) onto the relevant variable \(A\) :
\[ \mathcal{P} B=\langle B, A\rangle \mathbb{C}^{-1} A(0), \tag{13.3} \label{13.3} \]
where \(\mathbb{C}=\langle A, A\rangle\) is the correlation matrix. The complementary projector \(\mathcal{Q}=1-\mathcal{P}\) projects onto the orthogonal subspace. These operators satisfy \(\mathcal{P}^{2}=\mathcal{P}, \mathcal{Q}^{2}=\mathcal{Q}\), and \(\mathcal{Q} \mathcal{P}=0\).
13.4 Proof of the Mori-Zwanzig Identity
To derive the operator identity required for the formalism, consider two non-commuting operators \(\mathcal{A}\) and \(\mathcal{B}\). We define an operator-valued function:
\[ F(s)=e^{\mathcal{A}(t-s)} e^{\mathcal{B} s} . \tag{13.4} \label{13.4} \]
Differentiating \(F(s)\) with respect to \(s\) using the product rule:
\[ \frac{d}{d s} F(s)=-\mathcal{A} e^{\mathcal{A}(t-s)} e^{\mathcal{B} s}+e^{\mathcal{A}(t-s)} \mathcal{B} e^{\mathcal{B} s}=e^{\mathcal{A}(t-s)}(\mathcal{B}-\mathcal{A}) e^{\mathcal{B} s} \tag{13.5} \label{13.5} \]
Integrating from \(s=0\) to \(s=t\) :
\[ F(t)-F(0)=\int_{0}^{t} e^{\mathcal{A}(t-s)}(\mathcal{B}-\mathcal{A}) e^{\mathcal{B} s} d s \tag{13.6} \label{13.6} \]
Substituting the boundary values \(F(t)=e^{\mathcal{B} t}\) and \(F(0)=e^{\mathcal{A} t}\) :
\[ e^{\mathcal{B} t}-e^{\mathcal{A} t}=\int_{0}^{t} e^{\mathcal{A}(t-s)}(\mathcal{B}-\mathcal{A}) e^{\mathcal{B} s} d s \tag{13.7} \label{13.7} \]
Rearranging to solve for \(e^{\mathcal{A} t}\) and setting \(\mathcal{A}=\mathcal{L}\) and \(\mathcal{B}=\mathcal{Q} \mathcal{L}\) :
\[ e^{\mathcal{L} t}=e^{\mathcal{Q} \mathcal{L} t}+\int_{0}^{t} d s e^{\mathcal{L}(t-s)} \mathcal{P} \mathcal{L} e^{\mathcal{Q} \mathcal{L} s} \tag{13.8} \label{13.8} \]
This is the Mori-Zwanzig identity, splitting the propagator into orthogonal dynamics and a projection-weighted integral.
13.4.1 Alternate Derivation of the Mori-Zwanzig Identity
Show the identity
\[ e^{\mathcal{L} t}=e^{O_{1} \mathcal{L} t}+\int_{0}^{t} d s e^{\mathcal{L}(t-s)} O_{2} \mathcal{L} e^{O_{1} \mathcal{L} s} \tag{13.9} \label{13.9} \]
holds for any two operators which have properties \(O_{1}+O_{2}=1\). Hint: Use the operator identity
\[ \frac{1}{s-\mathcal{L}}=\frac{1}{s-O_{1} \mathcal{L}}+\frac{1}{s-\mathcal{L}}\left(1-O_{1}\right) \mathcal{L} \frac{1}{s-O_{1} \mathcal{L}} \tag{13.10} \label{13.10} \]
Now because \(O_{1}+O_{2}=1\), the Laplace inversion yields the Mori-Zwanzig Identity. Note that \(e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q}=\mathcal{Q} e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q}\). Hint: Expand the exponential and the left hand side and use \(\mathcal{Q}^{2}=\mathcal{Q}\).
13.5 Derivation of the Generalized Langevin Equation
Starting with the microscopic definition of motion from Equation \ref{13.2}:
\[ \frac{d}{d t} A(t)=e^{\mathcal{L} t} \mathcal{L} A(0) \tag{13.11} \label{13.11} \]
We insert the identity \(1=\mathcal{P}+\mathcal{Q}\) to separate the initial force:
\[ \frac{d}{d t} A(t)=e^{\mathcal{L} t} \mathcal{P} \mathcal{L} A(0)+e^{\mathcal{L} t} \mathcal{Q} \mathcal{L} A(0) \tag{13.12} \label{13.12} \]
13.5.1 The Systematic Term
The first term in Equation \ref{13.12} uses the definition of \(\mathcal{P}\) :
\[ e^{\mathcal{L} t} \mathcal{P} \mathcal{L} A(0)=e^{\mathcal{L} t}\left(\langle\mathcal{L} A, A\rangle \mathbb{C}^{-1} A(0)\right)=\Omega e^{\mathcal{L} t} A(0)=\Omega A(t), \tag{13.13} \label{13.13} \]
where \(\Omega=\langle\mathcal{L} A, A\rangle \mathbb{C}^{-1}\) is the frequency matrix.
13.5.2 The Memory and Noise Terms
For the second term in Equation \ref{13.12}, we substitute the identity derived in Equation \ref{13.8}:
\[ e^{\mathcal{L} t} \mathcal{Q} \mathcal{L} A(0)=e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q} \mathcal{L} A(0)+\int_{0}^{t} d s e^{\mathcal{L}(t-s)} \mathcal{P} \mathcal{L} e^{\mathcal{Q} \mathcal{L} s} \mathcal{Q} \mathcal{L} A(0) \tag{13.14} \label{13.14} \]
We define the fluctuating force (noise) as:
\[ F(t)=e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q} \mathcal{L} A(0) . \tag{13.15} \label{13.15} \]
The integral term then becomes:
\[ \int_{0}^{t} d s e^{\mathcal{L}(t-s)} \mathcal{P} \mathcal{L} F(s) \tag{13.16} \label{13.16} \]
Applying the projector \(\mathcal{P}\) and using the adjoint property \(\left\langle\mathcal{L} O_{1}, O_{2}\right\rangle=-\left\langle O_{1}, \mathcal{L} O_{2}\right\rangle\) :
\[ \mathcal{P} \mathcal{L} F(s)=\langle\mathcal{L} F(s), A\rangle \mathbb{C}^{-1} A(0)=-\langle F(s), \mathcal{L} A\rangle \mathbb{C}^{-1} A(0) . \tag{13.17} \label{13.17} \]
Since \(F(s)\) is in the \(\mathcal{Q}\)-subspace, we note \(\langle F(s), \mathcal{P} \mathcal{L} A\rangle=0\), thus:
\[ -\langle F(s), \mathcal{L} A\rangle=-\langle F(s), \mathcal{Q} \mathcal{L} A\rangle=-\langle F(s), F(0)\rangle . \tag{13.18} \label{13.18} \]
Substituting this into the integral and moving the propagator \(e^{\mathcal{L}(t-s)}\) onto \(A(0)\) to obtain \(A(t-s)\) :
\[ \int_{0}^{t} d s e^{\mathcal{L}(t-s)}\left(-\langle F(s), F(0)\rangle \mathbb{C}^{-1} A(0)\right)=-\int_{0}^{t} d s K(s) A(t-s) \tag{13.19} \label{13.19} \]
Combining these results yields the Generalized Langevin Equation:
\[ \frac{d}{d t} A(t)=\Omega A(t)-\int_{0}^{t} d s K(s) A(t-s)+F(t) \tag{13.20} \label{13.20} \]
Fluctuating force \(F(t)\) : This represents the effect of all the degrees of freedom orthogonal to \(A\). It captures the random, microscopic fluctuations.
13.5.3 Properties of the Fluctuating Force
13.6 Properties and Relations of the Fluctuating Force
The fluctuating force \(F(t)\), defined as \(e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q} \mathcal{L} A(0)\), represents the projection of the dynamics onto the irrelevant subspace. We now provide the formal proofs for its statistical properties and its relationship to the memory kernel.
13.6.1 Proof of Zero Mean: \(\langle F(t)\rangle=0\)
By definition, the fluctuating force at any time \(t\) is given by \(F(t)=e^{\mathcal{Q} \mathcal{L} t} F(0)\), where \(F(0)=\) \(\mathcal{Q} \mathcal{L} A(0)\). Taking the equilibrium average:
\[ \langle F(t)\rangle=\int d \Gamma \rho(\Gamma) e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q} \mathcal{L} A(0) \tag{13.21} \label{13.21} \]
Using the property that the projector \(\mathcal{Q}\) ensures orthogonality to the relevant subspace, and assuming the identity vector 1 is part of the relevant subspace (or noting that \(\mathcal{Q} 1=0\) ), we observe that the projection \(\mathcal{Q}\) acting on any vector results in a vector with zero mean in the equilibrium ensemble:
\[ \langle\mathcal{Q} B\rangle=\langle B\rangle-\langle\mathcal{P} B\rangle=\langle B\rangle-\langle B, A\rangle \mathbb{C}^{-1}\langle A\rangle=0 . \tag{13.22} \label{13.22} \]
Since \(F(t)\) remains in the \(\mathcal{Q}\)-subspace for all \(t\), its equilibrium average vanishes.
13.6.2 Proof of Orthogonality: \(\langle F(t) A(0)\rangle=0\)
The fluctuating force is constructed to be orthogonal to the initial state of the relevant variables. To see this for all \(t\) :
\[ \langle F(t), A(0)\rangle=\left\langle e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q} \mathcal{L} A(0), A(0)\right\rangle . \tag{13.23} \label{13.23} \]
Because the Liouville operator is anti-Hermitian \(\left(\left\langle\mathcal{L} O_{1}, O_{2}\right\rangle=-\left\langle O_{1}, \mathcal{L} O_{2}\right\rangle\right)\), and by extension its projection \(\mathcal{Q} \mathcal{L}\) preserves this orthogonality within the subspace:
\[ \left\langle e^{\mathcal{Q} \mathcal{L} t} \mathcal{Q} \mathcal{L} A(0), A(0)\right\rangle=\left\langle\mathcal{Q}\left(e^{\mathcal{Q} \mathcal{L} t} \mathcal{L} A(0)\right), A(0)\right\rangle . \tag{13.24} \label{13.24} \]
By the definition of the projection operator \(\mathcal{Q}=1-\mathcal{P}\), the vector \(\mathcal{Q} B\) is orthogonal to \(A(0)\) for any \(B\) :
\[ \langle\mathcal{Q} B, A(0)\rangle=\langle B, A(0)\rangle-\langle\mathcal{P} B, A(0)\rangle=\langle B, A(0)\rangle-\langle B, A(0)\rangle=0 . \tag{13.25} \label{13.25} \]
Thus, \(\langle F(t) A(0)\rangle=0\) for all \(t\).
13.6.3 The Fluctuation-Dissipation Relation: \(\langle F(t) F(0)\rangle=k_{B} T K(t)\)
The second fluctuation-dissipation theorem relates the correlation of the fluctuating forces to the memory kernel \(K(t)\). From the derivation of the GLE, we found the memory kernel to be:
\[ K(t)=\langle F(t), F(0)\rangle \mathbb{C}^{-1} . \tag{13.26} \label{13.26} \]
For a single variable \(A\) in a canonical ensemble, the correlation matrix \(\mathbb{C}=\langle A, A\rangle\) is related to the thermal energy. In many physical representations (such as velocity or momentum), equipartition implies \(\langle A, A\rangle=k_{B} T / m\). Substituting the definition of the inner product as an equilibrium correlation, we obtain:
\[ K(t)=\frac{\langle F(t) F(0)\rangle}{\left\langle A^{2}\right\rangle} . \tag{13.27} \label{13.27} \]
13.6.4 Summary of properties of the fluctuating forces
The fluctuating force has the following properties:
- 1.\(\langle F(t)\rangle=0\) (zero mean)
- 2.\(\langle F(t) A(0)\rangle=0\) (orthogonality)
13.6.5 Fluctuation-Dissipation Relation
The memory kernel and fluctuating force are related:
\[ \langle f(t) f(0)\rangle=k_{B} T K(t) \tag{13.28} \label{13.28} \]
This is a manifestation of the second fluctuation-dissipation theorem.[4]
Bibliography
[1] H. Mori, Prog. Theor. Phys. 33, 423-455 (1965).
[2] R. Zwanzig, Nonequilibrium Statistical Mechanics (Oxford, 2001).
[3] B. J. Berne and R. Pecora, Dynamic Light Scattering (Dover, 2000).
[4] R. Kubo, et al., The fluctuation-dissipation theorem Rep. Prog. Phys. 29255 (1966).


