format: text

text:
# Stationary and Transient Work-Fluctuation Theorems for a Dragged Brownian Particle

## I Introduction

Fluctuations of physical properties of statistical mechanical systems were first considered, in the modern context of dynamical Hamiltonian or dissipative systems theory, by Evans, Cohen and MorrissEvansetal93 . It concerned here the statistics of phase space contraction or entropy production fluctuations over a certain time interval. In particular, the probabilities for equal positive or negative entropy production fluctuations of a certain magnitude were considered. Two different physical situations have been treated. First, in Ref. Evansetal93 , for a non-equilibrium stationary state, possibly far from equilibrium, the fluctuations of the dissipative (viscous) part of the pressure tensor of a fluid were studied. Next, Evans and SearlesEvansetal94  studied the fluctuations of entropy production in an ensemble of phase space trajectories emanating from an initial equilibrium state in the course of time. While the first case concerned a study of stationary state fluctuations in trajectory segments of a given duration along a single trajectory in a non-equilibrium stationary state and will be called the Stationary State Fluctuation Theorem (SSFT), the second case involved a study of an ensemble of many transient phase space trajectories each over a time $`\tau `$, all emanating from an equilibrium ensemble at time $`t=0`$, which will be called a Transient Fluctuation Theorem (TFT).

Mathematical proofs have been given of both theoremsEvansetal94 ; GallavottiCohen95a ; GallavottiCohen95b ; SearlesEvans00  and many computer simulations have confirmed both theorems(e.g. Evansetal93 ; Evansetal94 ; SearlesEvans00 ). While the original proofs of both FT’s were based on the deterministic dynamics of many particles, later proofs for systems with stochastic dynamics were given by KurchanKurchan98  and Lebowitz and SpohnLebowitzSpohn99 . Only one laboratory experiment had been carried out for the SSFTotherexperiment  and none for the TFT, until recently by Wang et al.Wangetal02 .

All deterministic theories were concerned with systems in phase space consisting of many particles. The experiment of Wang et al. was carried out for a single Brownian particle which was dragged by means of a uniformly moving harmonic potential generated by a laser through a many particle molecular solvent. This system differs in an important aspect from the many particle systems in the phase space considerations. This is due to the fact that the (mesoscopic) Brownian particle is much heavier than the surrounding fluid particles, which makes it tractable in a different, much simpler though approximate, way from the full dynamical systems treatment in phase space mentioned above. In fact, the treatment generally applied to such systems is via a Langevin equation for the stochastic motion of the Brownian particle in a medium in real space, which is characterized only by its friction with the particle and its temperature. As a consequence the very complicated many particle problem can be treated by a single particle Langevin equation, if it is near equilibrium and on the level of Irreversible ThermodynamicsSevickprivate02 .

However, for the investigation of the Fluctuation Theorems, an additional difficulty is that the experiment considered here, uses a time dependent force on the particle, since the Langevin equation contains a laser-induced harmonic force on the particle, where the position of the minimum of the harmonic potential changes in time. As a consequence, the treatments in Refs. Kurchan98  and LebowitzSpohn99  do not directly apply to this experiment.

Furthermore, the phase space treatments of dynamical systems have always been such that (at least if the total energy of the system is kept constant) the total phase space contraction can be directly related to the total entropy production of the system. This has led to the TFTEvansetal94 ; SearlesEvans00  and the SSFTEvansetal93 ; GallavottiCohen95a ; GallavottiCohen95b  for the entropy production. To be sure, this connection between phase space contraction and entropy production can only be made if the total work done on the system is purely dissipative. However, in the Wang et al. experiment, this is not so.

To see this, it is useful to consider the total ($`tot`$) work $`W_\tau ^{tot}`$ done on the system during a time $`\tau `$:

$$W_\tau ^{tot}=_0^\tau 𝑑t𝐯_t^{}𝐅(𝐱_t,𝐱_t^{}),$$
(1)
where

$$𝐅(𝐱_t,𝐱_t^{})=k(𝐱_t𝐱_t^{}).$$
(2)
is the harmonic force exerted on the particle, with $`𝐱_t`$ the position of the particle and $`𝐱_t^{}`$ the position of the minimum of the harmonic potential, and $`k`$ the force constant of this potential. Furthermore, in Eq. (1) $`𝐯_t^{}=\dot{𝐱}_t^{}`$. At $`t0`$, in the Wang experiment, the center of the harmonic potential is at rest at $`𝐱_0^{}=0`$. At $`t=0`$, the harmonic potential is set in motion relative to the fluid with a constant velocity $`𝐯^{}`$, so that $`𝐱_t^{}=𝐯^{}t`$ for $`t0`$footnote1 .

The crucial question is now what is the dissipative part of $`W_\tau ^{tot}`$ which is responsible for the heat or entropy produced in the system as a result of the friction of the particle with the surrounding fluid. The dissipative part should not include any purely mechanical work. To see how $`W_\tau ^{tot}`$ is related to the dissipated work over a time $`\tau `$, we rewrite the total work done, $`W_\tau ^{tot}`$ in Eq. (1), as follows

$`W_\tau ^{tot}`$ $`=`$ $`{\displaystyle _0^\tau }𝑑t𝐯_t^{}𝐅(𝐱_t,𝐱_t^{})`$ (3)
$`=`$ $`{\displaystyle _0^\tau }𝑑t(𝐯_t𝐯_t^{})𝐅(𝐱_t,𝐱_t^{})+{\displaystyle _0^\tau }𝑑t𝐯_t𝐅(𝐱_t,𝐱_t^{})`$
$`=`$ $`k{\displaystyle _0^\tau }𝑑t(\dot{𝐱}_t\dot{𝐱}_t^{})\left(𝐱_t𝐱_t^{}\right)+{\displaystyle _0^\tau }𝑑t𝐯_t𝐅(𝐱_t,𝐱_t^{})`$
$`=`$ $`\mathrm{\Delta }U+W_\tau ^{Br},`$
defining $`\mathrm{\Delta }U\frac{k}{2}\left[|\mathrm{\Delta }𝐱_\tau |^2|\mathrm{\Delta }𝐱_0|^2\right]`$ with $`\mathrm{\Delta }𝐱_t=𝐱_t𝐱_t^{}`$, and

$$W_\tau ^{Br}_0^\tau 𝑑t𝐯_t𝐅(𝐱_t,𝐱_t^{}).$$
(4)
Here, $`W_\tau ^{Br}`$ is the work done on the Brownian ($`Br`$) particle by the harmonic force. As (at least ideally) the Brownian particle has no internal energy, all this work is converted into heat, which is the source of the entropy production. Hence, $`W_\tau ^{Br}`$ is the dissipated work. On the other hand, the term $`\mathrm{\Delta }U`$ in Eq. (3) represents the purely mechanical (“center of mass”) work done on the particle in the external harmonic potential.

Therefore, Wang et al.’s entropy production during time $`\tau `$, denoted by $`\mathrm{\Sigma }_\tau `$ in Ref. Wangetal02 , is really the total dimensionless work done on the system, and we will denoted it by

$$W_\tau =\beta W_\tau ^{tot}=\beta _0^\tau 𝑑t𝐯_t^{}𝐅(𝐱_t,𝐱_t^{}),$$
(5)
where $`\beta 1/(k_BT)`$, with $`k_B`$ Boltzmann’s constant and $`T`$ the temperature of the surrounding fluid. By following the position of many, independent Brownian particles and using Eqs. (2) and (5), Wang et al. measured this dimensionless work $`W_\tau `$ — or what they called the entropy production $`\mathrm{\Sigma }_\tau `$ — over time intervals $`\tau `$ and constructed from that the probability distribution function $`P(W_\tau )`$, which they found satisfies

$$\frac{P(W_\tau )}{P(W_\tau )}=e^{W_\tau }.$$
(6)
So they established experimentally the validity of a TFT for the total work done on the system ($`\beta W_\tau ^{tot}`$), rather than for the entropy production of the system. Strictly speaking, Wang et al. measured an integrated variant (an ITFT) of the TFT in Eq. (6), explained in Sec. II.4. A direct transformation of the TFT (6) for $`W_\tau `$ to a TFT for the dimensionless entropy production, which would be $`\beta W_\tau ^{Br}`$, is not obvious, since $`\mathrm{\Delta }U`$ in Eq. (3) fluctuates also.

We remark that Mazonka and JarzynskiMazonkaJarzynski99  studied the same system as used in the experiment of Wang et al. theoretically — before the experiment — and derived the TFT and the SSFT for the total work done on the system, but not for the entropy productionfootnote2 .

Unaware of Mazonka and Jarzynski’s work, but in view of the experiment of Wang et al., we studied this experiment independently VanZonCohen02a . For, Wang et al.’s experiment is clearly important for practical purposes, since it involves a general property of the work done on a system. We discuss the observability of the work related TFT as well as SSFT for an arbitrary rather than a uniform motion of the harmonic potential. So, for the purpose of treating the experiment and its generalizations, in this paper we too will treat the TFT and SSFT for the dimensionless work, with a focus on the feasibility to do a convincing SSFT experiment. To the best of our knowledge, no Fluctuation Theorem for entropy production, either an (I)TFT or an (I)SSFT, has been derived for a Wang-type system, neither from a phase space perspective nor in real space (via a Langevin equation).

The outline of the paper is as follows. In Sec. II we present our Langevin model and we develop the general theory for the verification and the experimental observability of the work related fluctuation theorems, and discuss a new relation between the fluctuations in the transient and in the stationary state. In Sec. III, we specialize the general theory to the case of a linear and a circular motion of the minimum of the harmonic potential, investigating in detail the observability of the ITFT and the ISSFT. In Sec. IV we end with a discussion.

## II Theory

### II.1 Definition of the Model

Like in the experiment of Wang, the model we consider has a spherical Brownian particle in three dimensions with a radius $`R`$ and mass $`m`$ in a fluid with viscosity $`\eta `$ and temperature $`T`$ and the Brownian particle is subject to an external harmonic potential with a time dependent position $`𝐱_t^{}`$ of its minimum. For $`t0`$ the minimum of the harmonic potential is at the origin, $`𝐱_t^{}=0`$, whereas for $`t>0`$ it moves with a velocity $`𝐯_t^{}`$, which can be, in principle, an arbitrary function of time. The equations of motion for the particle are then of the Langevin-type:

$`\dot{𝐱}_t`$ $`=`$ $`𝐯_t`$ (7a)
$`m\dot{𝐯}_t`$ $`=`$ $`\alpha 𝐯_tk(𝐱_t𝐱_t^{})+\zeta _t,`$ (7b)
where $`𝐱_t`$ and $`𝐯_t`$ are the position and velocity of the Brownian particle, respectively. In this equation, the Brownian particle feels three forces. The first force is the drag force $`\alpha 𝐯_t`$, with according to Stokes’ law

$$\alpha =6\pi \eta R.$$
(8)
The second force is due to the harmonic potential \[see Eq. (2)\]. The third and last force is a random force $`\zeta _t`$, which is taken to be Gaussian and delta-correlated in time:

$$\zeta _t=0;\zeta _t\zeta _s=2k_BT\alpha \delta (ts),$$
(9)
The strength of the random force in Eq. (9) is such that the equilibrium distribution function $`p_{eq}`$ for $`𝐱`$ and $`𝐯`$

$$f_{eq}(𝐱,𝐯)=\left(\frac{\beta \sqrt{km}}{2\pi }\right)^3e^{\beta \left(\frac{1}{2}m|𝐯|^2+\frac{1}{2}k|𝐱|^2\right)},$$
(10)
is stationary under the equations of motion Eqs.(7a-b)UhlenbeckOrnstein .

The system will only be considered in the strongly overdamped case

$$mk\alpha ^2.$$
(11)
Effectively therefore, the mass can be seen as a small parameter and will be set equal to zeroUhlenbeckOrnstein . From Eqs. (7a) and (7b), we find then a simplified Langevin equation for the position of the particle only

$$\dot{𝐱}_t=\tau _r^1(𝐱_t𝐱_t^{})+\alpha ^1\zeta _t,$$
(12)
with a relaxation time

$`\tau _r`$ $`=`$ $`{\displaystyle \frac{\alpha }{k}}.`$ (13)
When we only use $`𝐱_t`$, the equilibrium distribution in Eq. (10) reduces to

$$p_{eq}(𝐱)=𝑑𝐯f_{eq}(𝐱,𝐯)=(k\beta /2\pi )^{3/2}e^{\beta \frac{k}{2}|𝐱|^2}.$$
(14)
It is convenient to separate the average motion of the Brownian particle (which results from the deterministic forces alone), from the stochastic motion. The average motion is given by the solution $`𝐲_t^{}`$ of the deterministic part of the Langevin equation (12), i.e., by

$$\dot{𝐲}_t^{}=\tau _r^1(𝐲_t^{}𝐱_t^{}).$$
(15)
with initial condition $`𝐲_0^{}=0`$. We can then look at the deviations from this average motion by introducing the transformation

$$𝐗_t=𝐱_t𝐲_t^{}.$$
(16)
This turns the Langevin equation (12) into the simple form

$$\dot{𝐗}_t=\tau _r^1𝐗_t+\alpha ^1\zeta _t.$$
(17)
$`𝐲_t^{}`$ follows from the general solution of Eq. (15):

$$𝐲_t^{}=e^{t/\tau _r}𝐲_0^{}+\tau _r^1_0^t𝑑t^{}e^{(tt^{})/\tau _r}𝐱_t^{}^{},$$
(18)
so that with $`𝐲_0^{}=0`$, and a partial integration, one obtains

$$𝐲_t^{}=𝐱_t^{}_0^t𝑑t^{}e^{(tt^{})/\tau _r}𝐯_t^{}^{}.$$
(19)
The transformation (16) with Eq. (19) can be interpreted as going to a co-moving frame, but it is not co-moving with the minimum of the harmonic potential, but with $`𝐲_t^{}`$ which is what the motion of a particle starting at $`𝐱_0^{}=0`$ would be if there would be no noise term in the Langevin equation (12).

Eq. (17) shows that in the co-moving frame, one has the standard Ornstein-Uhlenbeck processVanKampen ; UhlenbeckOrnstein . Its solutions are well-known. The Green’s function of the Ornstein-Uhlenbeck process, which gives the probability for the particle to be at $`𝐗_1`$ at time $`t_1`$, given that it was at $`𝐗_0`$ at time $`t_0`$, is Gaussian in both $`𝐗_0`$ and $`𝐗_1`$. Its stationary solution is of the form $`p_{eq}(𝐗)`$, with $`p_{eq}`$ given in Eq. (14). Initially the particle is distributed according to Eq. (14), but because $`𝐗_0=𝐱_0`$ ($`𝐲_0^{}=0`$), one sees that the initial distribution is already the stationary one, and in this special, co-moving coordinate frame, the distribution of the Brownian particle has an equilibrium distribution for all time:

$$P(𝐗,t)=(\beta k/2\pi )^{3/2}e^{\beta \frac{k}{2}|𝐗|^2}.$$
(20)
We end this section by writing $`W_\tau `$ in Eq. (5) in terms of $`𝐗_t`$,

$$W_\tau =k\beta _0^\tau 𝑑t\left[𝐯_t^{}𝐗_t+𝐯_t^{}(𝐲_t^{}𝐱_t^{})\right].$$
(21)
### II.2 Transient Fluctuation Theorem for the Total Work

In Eq. (21), $`W_\tau `$ is a linear function of $`𝐗_t`$. Combined with the Gaussian nature both of the Green’s function of the Ornstein-Uhlenbeck process \[Eq. (17)\] and of the initial distribution\[Eq. (20)\], this means that the distribution $`P_T`$ of $`W_\tau `$ is Gaussian

$$P_T(W_\tau )=\frac{e^{\frac{[W_\tau M_T(\tau )]^2}{2V_T(\tau )}}}{\sqrt{2\pi V_T(\tau )}},$$
(22)
where the subscript $`T`$ denotes that the transient case is considered. The mean $`M_T`$ of $`W_\tau `$ is, from Eq. (21),

$$M_T(\tau )=k\beta _0^\tau 𝑑t𝐯_t^{}(𝐲_t^{}𝐱_t^{}),$$
(23)
since $`𝐗_t=0`$ \[Eq. (20)\]. Using the expression for $`𝐲_t^{}`$ in Eq. (19), this can be also written as

$$M_T(\tau )=k\beta _0^\tau 𝑑t_2^{}_0^{t_2^{}}𝑑t_1^{}e^{(t_2^{}t_1^{})/\tau _r}𝐯_{t_2^{}}^{}𝐯_{t_1^{}}^{}$$
(24)
The variance $`V_T`$ of $`W_\tau `$ is only affected by the first term in Eq. (21), so that

$`V_T(\tau )`$ $`=`$ $`(W_\tau W_\tau )^2`$ (25)
$`=`$ $`2k^2\beta ^2{\displaystyle _0^\tau }𝑑t_2^{}{\displaystyle _0^{t_2^{}}}𝑑t_1^{}𝐯_{t_2^{}}^{}𝐗_{t_2^{}}𝐗_{t_1^{}}𝐯_{t_1^{}}^{},`$
where we used the symmetry of the time-correlation function $`𝐗_{t_2^{}}𝐗_{t_1^{}}`$ under interchange of $`t_1^{}`$ and $`t_2^{}`$. To calculate this function, notice that $`𝐗_t`$ has a stationary distribution so it can be written as $`𝐗_{t_2^{}t_1^{}}𝐗_0`$. Using the formal solution of the Langevin equation in the co-moving frame \[Eq. (17)\] for $`t>0`$,

$$𝐗_t=e^{t/\tau _r}𝐗_0+\alpha ^1_0^t𝑑t^{}e^{(tt^{})/\tau _r}\zeta _t^{},$$
(26)
one obtains with $`\zeta _t^{}=0`$, $`𝐗_0=0`$, $`\zeta _t^{}𝐗_0=0`$ and $`𝐗_0𝐗_0=[k\beta ]^11\mathrm{l}`$,

$$𝐗_t𝐗_0=[\beta k]^1e^{t/\tau _r}1\mathrm{l}.$$
(27)
The variance in Eq. (25) then becomes

$$V_T(\tau )=2k\beta _0^\tau 𝑑t_2^{}_0^{t_2^{}}𝑑t_1^{}e^{(t_2^{}t_1^{})/\tau _r}𝐯_{t_2^{}}^{}𝐯_{t_1^{}}^{}.$$
(28)
Comparing with the mean in Eq. (24), we see

$$V_T(\tau )=2M_T(\tau ).$$
(29)
This relation leads straightforwardly to the TFT: Given the distribution function of $`W_\tau `$ in Eq. (22), one easily shows that

$$\frac{P_T(W_\tau )}{P_T(W_\tau )}=e^{\frac{2M_T(\tau )W_\tau }{V_T(\tau )}},$$
(30)
which, by Eq. (29), becomes

$$\frac{P_T(W_\tau )}{P_T(W_\tau )}=e^{W_\tau },$$
(31)
which is identical to the TFT in Eq. (6).

### II.3 Stationary State Fluctuation Theorem for the Total Work

To move on to the SSFT, it is necessary to clarify what the stationary state means, since in the $`𝐗`$ coordinate system, the distribution is stationary, which would suggest that the TFT is also the SSFT. This is not the case. If one defines a stationary state as that state in which (on average) the physical (macroscopic) parameters do not change, then the time-independence of the distribution of $`𝐗`$ is not enough because $`𝐗`$ involves, through its definition Eq. (16), a time-dependent transformation from the laboratory frame, in which the physical parameters are measured, so that they would still depend on time. Only when these parameters have become stationary can one say that the system is stationary.

The SSFT was originally formulated for the average entropy production fluctuations on trajectory segments of length $`\tau `$ along a single trajectory in the stationary state. Here we consider the statistics of the total work done on the system over time $`\tau `$, divided by $`k_BT`$,

$$W_\tau =\beta _{t_i}^{t_i+\tau }𝑑t𝐯_t^{}𝐅(𝐱_t,𝐱_t^{}),$$
(32)
for a sequence of initial times $`t_i`$ of segments, all of length $`\tau `$, along a single stationary state trajectory ($`i=1,2,3,\mathrm{}`$). To get the distribution of $`W_\tau `$ of the segments along a trajectory, we use the following reasoning. According to the Eqs. (2) (for the force) and (16) (the definition of $`𝐗`$), the expression in Eq. (32) is linear in $`𝐗_t`$ (just as in the transient case) and \[as $`𝐗_t`$ obeys the Langevin equation (17)\] we still have a Gaussian Green’s function and a Gaussian stationary state, so that the distribution of $`W_\tau `$ for each $`t_i`$ is again Gaussian:

$$P_{t_i}(W_\tau )=\frac{e^{\frac{[W_\tau M_{t_i}(\tau )]^2}{2V_{t_i}(\tau )}}}{\sqrt{2\pi V_{t_i}(\tau )}},$$
(33)
with the mean and the variance given by, respectively:

$`M_{t_i}(\tau )`$ $`=`$ $`k\beta {\displaystyle _{t_i}^{t_i+\tau }}𝑑t𝐯_t^{}(𝐲_t^{}𝐱_t^{}),`$ (34)
$`V_{t_i}(\tau )`$ $`=`$ $`2k\beta {\displaystyle _{t_i}^{t_i+\tau }}𝑑t_2^{}{\displaystyle _{t_i}^{t_2^{}}}𝑑t_1^{}𝐯_{t_2^{}}^{}𝐯_{t_1^{}}^{}e^{(t_2^{}t_1^{})/\tau _r}.`$ (35)
We assume that for sufficiently large $`t_i`$, $`M_{t_i}`$ and $`V_{t_i}`$ will reach steady state values (see Sec. III for examples), and become independent of $`i`$. If in addition, the correlation between different segments ($`[t_i,t_i+\tau ]`$ and $`[t_j,t_j+\tau ]`$, say) decays sufficiently fast (when $`|t_it_j|`$ gets larger), then the distribution of $`W_\tau `$ along a trajectory in the stationary state is given by:

$$P_S(W_\tau )=\frac{e^{\frac{\left[W_\tau M_S(\tau )\right]^2}{2V_S(\tau )}}}{\sqrt{2\pi V_S(\tau )}}.$$
(36)
Here the subscript $`S`$ denotes that this distribution refers to the distribution of $`W_\tau `$ over segments along the stationary state trajectory. The mean $`M_S`$ is, from Eq. (34) and using Eq. (19), given by:

$$M_S(\tau )=\underset{t\mathrm{}}{lim}k\beta _t^{t+\tau }𝑑t_2^{}_0^{t_2^{}}𝑑t_1^{}e^{(t_2^{}t_1^{})/\tau _r}𝐯_{t_2^{}}^{}𝐯_{t_1^{}}^{},$$
(37)
while the variance $`V_S`$ is, from Eq. (35), given by

$$V_S(\tau )=\underset{t\mathrm{}}{lim}2k\beta _t^{t+\tau }𝑑t_2^{}_t^{t_2^{}}𝑑t_1^{}e^{(t_2^{}t_1^{})/\tau _r}𝐯_{t_2^{}}^{}𝐯_{t_1^{}}^{}.$$
(38)
Note that in the inner most integral in the expression for the mean in Eq. (37), the lower bound extends to time zero, whereas in the expression for the variance in Eq. (38), it extends to $`t`$. This is the origin of the fact that $`V_S`$ and $`2M_S`$ are not identical \[while $`V_T=2M_T`$, Eq. (29)\]. The deviation can be characterized by

$`\epsilon (\tau )`$ $``$ $`{\displaystyle \frac{2M_S(\tau )V_S(\tau )}{2M_S(\tau )}}`$ (39)
Using this definition and Eq. (36), one sees that

$`{\displaystyle \frac{P_S(W_\tau )}{P_S(W_\tau )}}`$ $`=`$ $`\mathrm{exp}\left\{{\displaystyle \frac{W_\tau }{1\epsilon (\tau )}}\right\}.`$ (40)
This means that provided that

$$\epsilon (\tau )0\text{ as }\tau \mathrm{},$$
(41)
we have

$$V_S(\tau )2M_S(\tau )\text{ as }\tau \mathrm{},$$
(42)
and the SSFT holds

$$\frac{P_S(W_\tau )}{P_S(W_\tau )}e^{W_\tau }\text{ as }\tau \mathrm{}.$$
(43)
Of course, for any given $`𝐯_t^{}`$, Eq. (41) can be tested, but how general can we expect it to be satisfied? We write thereto Eq. (39) with Eqs. (37) and (38) as:

$`\epsilon (\tau )`$ $`=`$ $`{\displaystyle \frac{\underset{t\mathrm{}}{lim}k\beta {\displaystyle _t^{t+\tau }}𝑑t_2^{}{\displaystyle _0^t}𝑑t_1^{}𝐯_{t_2^{}}^{}𝐯_{t_1^{}}^{}e^{(t_2^{}t_1^{})/\tau _r}}{M_S(\tau )}}`$ (44)
$`=`$ $`{\displaystyle \frac{\underset{t\mathrm{}}{lim}k\beta (𝐱_t^{}𝐲_t^{}){\displaystyle _0^\tau }𝑑t_2^{}e^{t_2^{}/\tau _r}𝐯_{t+t_2^{}}^{}}{M_S(\tau )}},`$
where Eq. (19) has been used. Here, the denominator is the total work done of the system in the stationary state in time $`\tau `$. If we are not in equilibrium, this is positive and grows with $`\tau `$. In the numerator, the exponential in the integral will make the integral bounded for large $`\tau `$, provided that $`𝐯_t^{}`$ does not grow exponentially in time with an exponent bigger than $`\tau _r^1`$. Then $`\epsilon `$ will become zero $`1/\tau `$ as $`\tau `$ approaches infinity, and the SSFT in Eq. (43) holds.

### II.4 Integrated Fluctuation Theorems

In experiments such as done by Wang et al.Wangetal02 , it is easier to check an integrated fluctuation theoremAytonetal01 , because it is easier to obtain then good statistics for the required quantities. The Integrated Transient Fluctuation Theorem (ITFT) reads

$$\frac{P_T(W_\tau <0)}{P_T(W_\tau >0)}=e^{W_\tau }_T^^_+,$$
(45a)
where the left hand side is the quotient of the probabilities to see a negative resp. a positive total work $`W_\tau `$ after a time $`\tau `$:
$`P_T(W_\tau <0)`$ $``$ $`{\displaystyle _{\mathrm{}}^0}𝑑W_\tau P_T(W_\tau )`$ (45b)
$`P_T(W_\tau >0)`$ $`=`$ $`1P_T(W_\tau <0)`$ (45c)
and the right hand side of Eq. (45a) is the average of $`\mathrm{exp}(W_\tau )`$ over positive $`W_\tau `$, i.e.,
$`e^{W_\tau }_T^^_+`$ $``$ $`{\displaystyle \frac{_0^{\mathrm{}}𝑑W_\tau P_T(W_\tau )e^{W_\tau }}{_0^{\mathrm{}}𝑑W_\tau P_T(W_\tau )}}.`$ (45d)
The ITFT of Eq. (45a) can be derived from the TFT in Eq. (31) by first rewriting $`P_T(W_\tau <0)=_{\mathrm{}}^0𝑑W_\tau P_T(W_\tau )`$ as

$`{\displaystyle _{\mathrm{}}^0}𝑑W_\tau P_T(W_\tau )`$ $`=`$ $`{\displaystyle _{\mathrm{}}^0}𝑑W_\tau P_T(W_\tau )e^{W_\tau }`$ (46)
$`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑W_\tau P_T(W_\tau )e^{W_\tau },`$
and then dividing by $`P_T(W_\tau >0)`$.

An Integrated Stationary State Fluctuation Theorem (ISSFT) can also be derived, but it is a little more subtle. Thereto, one has to consider whether

$$\frac{P_S(W_\tau <0)}{P_S(W_\tau >0)}\stackrel{\tau \mathrm{}}{=}e^{W_\tau }_S^^_+$$
(47a)
holds, where
$`P_S(W_\tau <0)`$ $``$ $`{\displaystyle _{\mathrm{}}^0}𝑑W_\tau P_S(W_\tau )`$ (47b)
$`P_S(W_\tau >0)`$ $``$ $`1P_S(W_\tau <0),`$ (47c)
and
$$e^{W_\tau }_S^^_+\frac{_0^{\mathrm{}}𝑑W_\tau P_S(W_\tau )e^{W_\tau }}{_0^{\mathrm{}}𝑑W_\tau P_S(W_\tau )}.$$
(47d)
To start the derivation of the ISSFT of Eq. (47a), the numerator of Eq. (47d) is rewritten, using Eq. (40), as

$`{\displaystyle _0^{\mathrm{}}}𝑑W_\tau P_S(W_\tau )e^{W_\tau }`$
$`={\displaystyle _0^{\mathrm{}}}𝑑W_\tau P_S(W_\tau )\mathrm{exp}\left\{{\displaystyle \frac{\epsilon (\tau )W_\tau }{1\epsilon (\tau )}}\right\}`$
$`={\displaystyle _{\mathrm{}}^0}𝑑W_\tau P_S(W_\tau )\mathrm{exp}\left\{{\displaystyle \frac{\epsilon (\tau )W_\tau }{1\epsilon (\tau )}}\right\}`$
$`={\displaystyle _{\mathrm{}}^0}{\displaystyle \frac{\mathrm{exp}\left\{\frac{\left[W_\tau M_S(\tau )\right]^2}{2V_S(\tau )}\frac{\epsilon (\tau )}{1\epsilon (\tau )}W_\tau \right\}}{\sqrt{2\pi V_S(\tau )}}},`$ (48)
where Eq. (36) was used. We saw that the SSFT holds if $`\epsilon 0`$ for large $`\tau `$. Consider the exponent in Eq. (48). Writing out the square, this has a term linear in $`W_\tau `$ of the form:

$$\left[\frac{M_S(\tau )}{V_S(\tau )}\frac{\epsilon (\tau )}{1\epsilon (\tau )}\right]W_\tau =\frac{M_S(\tau )}{V_S(\tau )}[12\epsilon (\tau )]W_\tau .$$
(49)
As $`\tau \mathrm{}`$, we can neglect $`\epsilon `$ compared to 1. Since this is the only place where $`\epsilon `$ occurs, we can set $`\epsilon `$ equal to zero on the right hand side of Eq. (48), which then becomes $`P(W_\tau <0)`$. Dividing by $`P(W_\tau >0)`$ on both sides in Eq. (48) now yields the ISSFT in Eq. (47a).

For the purpose of the investigation of the observability of the fluctuation theorems, discussed in Sec. III, we end this section by giving the explicit forms of the left and right hand sides of the integrated fluctuation theorems Eq. (45a) and Eq. (47a). Defining

$`L_T(\tau ){\displaystyle \frac{P_T(W_\tau <0)}{P_T(W_\tau >0)}};`$ $`R_T(\tau )e^{W_\tau }_T^^_+;`$ (50a)
$`L_S(\tau ){\displaystyle \frac{P_S(W_\tau <0)}{P_S(W_\tau >0)}};`$ $`R_S(\tau )e^{W_\tau }_S^^_+,`$ (50b)
the TFT states that $`L_T=R_T`$, and the SSFT that $`L_S=R_S`$ (the latter for large $`\tau `$ only). Using Eqs.(22), (36) and (45a), we get the following explicit expressions:

$`L_T(\tau )`$ $`=`$ $`R_T(\tau )`$ (51a)
$`R_T(\tau )`$ $`=`$ $`{\displaystyle \frac{1\mathrm{erf}\left(\frac{M_T(\tau )}{\sqrt{2V_T(\tau )}}\right)}{1+\mathrm{erf}\left(\frac{M_T(\tau )}{\sqrt{2V_T(\tau )}}\right)}}`$ (51b)
$`L_S(\tau )`$ $`=`$ $`{\displaystyle \frac{1\mathrm{erf}\left(\frac{M_S(\tau )}{\sqrt{2V_S(\tau )}}\right)}{1+\mathrm{erf}\left(\frac{M_S(\tau )}{\sqrt{2V_S(\tau )}}\right)}}`$ (51c)
$`R_S(\tau )`$ $`=`$ $`e^{\frac{V_S(\tau )}{2}M_S(\tau )}{\displaystyle \frac{1\mathrm{erf}\left(\frac{V_S(\tau )M_S(\tau )}{\sqrt{2V_S(\tau )}}\right)}{1+\mathrm{erf}\left(\frac{M_S(\tau )}{\sqrt{2V_S(\tau )}}\right)}}`$ (51d)
We can simplify the expressions for $`L_T`$ and $`R_T`$ using the relation between $`M_T`$ and $`V_T`$ in Eq. (29):

$$L_T(\tau )=\frac{1\mathrm{erf}\left(\frac{1}{2}\sqrt{M_T(\tau )}\right)}{1+\mathrm{erf}\left(\frac{1}{2}\sqrt{M_T(\tau )}\right)}.$$
(52)
In order to demonstrate the difference between $`L_S`$ and $`R_S`$, we rewrite Eq. (51d), using Eq. (39), in terms of $`\epsilon `$ as

$$R_S(\tau )=e^{\epsilon (\tau )M_S(\tau )}\frac{1\mathrm{erf}\left(\frac{[12\epsilon (\tau )]M_S(\tau )}{\sqrt{2V_S(\tau )}}\right)}{1+\mathrm{erf}\left(\frac{M_S(\tau )}{\sqrt{2V_S(\tau )}}\right)},$$
(53)
which shows that only for $`\tau \mathrm{}`$, $`L_S=R_S`$, i.e., that the work related ISSFT holds.

### II.5 Transient Fluctuations versus Stationary Fluctuations

An interesting relation can be derived for the ratio of the probability of a negative total work and that of a positive one, for the transient case ($`L_T`$) and the stationary case ($`L_S`$). Using Eqs.(51a-c) and the asymptotic expansion of the error function,

$$\mathrm{erf}(x)=1\frac{e^{x^2}}{\sqrt{\pi }}\left[x^1+𝒪(x^2)\right],$$
(54)
one obtains

$$\frac{L_T}{L_S}\sqrt{\frac{V_T}{V_S}}\frac{M_S}{M_T}e^{\frac{M_T^2(\tau )}{2V_T(\tau )}+\frac{M_S^2(\tau )}{2V_S(\tau )}}.$$
(55)
Here the $`𝒪(x^2)`$ in Eq. (54) could be neglected. This, because when $`\tau \mathrm{}`$, $`M_T`$ and $`M_S`$ \[Eqs. (24) and (37) respectively\] will both grow linearly in time, $`M_TM_S𝒪(\tau )`$ and similarly $`V_TV_S𝒪(\tau )`$ \[by Eqs. (29) and (42)\], so that the arguments of the error functions in Eqs.(51b) and (51c) become large ($`\sqrt{\tau }`$) for large $`\tau `$. In fact, $`M_S`$ and $`M_T`$ will grow with the same coefficient, as the rate of work done on the system will become stationary, but they will in general have a bounded difference, i.e., $`M_SM_T𝒪(1)`$, as will $`V_S`$ and $`V_T`$, i.e., $`V_SV_T𝒪(1)`$. One therefore has, using Eq. (29) and Eq. (42), an asymptotic behavior

$`M_T(\tau )w\tau +a_1;`$ $`V_T(\tau )2w\tau +2a_1`$
$`M_S(\tau )w\tau +a_2;`$ $`V_S(\tau )2w\tau +a_3`$ (56)
for $`\tau \mathrm{}`$, where the $`a_i`$ are independent of $`\tau `$. $`w`$ is in fact the asymptotic rate at which work is supplied to the system, i.e., the consumed power. By expanding in terms of $`1/\tau `$, we obtain for the exponent in Eq. (55) : $`[M_T^2(\tau )/2V_T(\tau )]+[M_S^2(\tau )/[2V_S(\tau )]=\frac{1}{4}a_1+\frac{1}{2}a_2\frac{1}{8}a_3`$, i.e., it approaches a non-zero constant. The prefactor in Eq. (55) can similarly be shown to go to one as $`\tau \mathrm{}`$, so that we have for large $`\tau `$,

$`{\displaystyle \frac{L_T(\tau )}{L_S(\tau )}}`$ $`\stackrel{\tau \mathrm{}}{=}`$ $`e^{\frac{1}{4}a_1+\frac{1}{2}a_2\frac{1}{8}a_3}`$ (57)
$`=`$ $`e^{\frac{M_S(\tau )M_T(\tau )}{2}\frac{V_S(\tau )V_T(\tau )}{8}},`$
where Eq. (56) has been used to re-express this ratio in terms of the means and variances of the transient, resp. stationary state. Because the right hand side of Eq. (57) is not equal to $`1`$ in general, this shows that the ISSFT is not just the limit of the ITFT for large $`\tau `$.

## III Applications

In this section, two kinds of motion are considered for the harmonic potential. In both cases parameters will be varied to see under what conditions an experiment would be able to demonstrate the integrated work fluctuation theorems (both transient and stationary) most convincingly. The motion that will be considered first, corresponds to the situation in the experiment of Wang et al., i.e., it is a uniform linear motion. The other is a circular motion and might be implemented in a future experiment. Both approach a stationary state.

### III.1 Linear Motion of the Harmonic Potential

The particular case considered here is a linearly moving harmonic potential, i.e., $`𝐱_t^{}=v_{opt}t\widehat{𝐱}`$ for $`t0`$. The quantities with which to test the work fluctuation theorems, are given in Eqs. (51a–d). The only unknowns are the means and variances of the transient and stationary distributions and these are given by Eqs. (24), (29), (37) and (38). If we insert $`𝐯_t^{}`$, which is a constant $`v_{opt}\widehat{𝐱}`$ here, into these equations, we obtain straightforwardly

$`M_T(\tau )`$ $`=`$ $`w\left\{\tau \tau _r[1e^{\tau /\tau _r}]\right\}`$ (58a)
$`V_T(\tau )`$ $`=`$ $`2M_T(\tau )`$ (58b)
$`M_S(\tau )`$ $`=`$ $`w\tau `$ (58c)
$`V_S(\tau )`$ $`=`$ $`V_T(\tau )=2w\left\{\tau \tau _r[1e^{\tau /\tau _r}]\right\},`$ (58d)
where
$$w=\alpha \beta v_{opt}^2,$$
(58e)
which can be interpreted according to Eq. (58c) as the rate of work delivered to the system per unit time. The equality between $`V_S`$ and $`V_T`$ in (58d) follows because the velocity of the center of the harmonic potential $`𝐯_t^{}`$ is constant, so that the integrands in Eqs. (28) and (38) only depend on the difference $`t_2^{}t_1^{}`$, and the shift over $`t`$ in the definition of $`V_S`$ is irrelevant. For this case, Eqs. (58a-d) were already derived by Mazonka and Jarzynski in Ref. MazonkaJarzynski99 .

By the theory presented in the Sec.II, the TFT holds for any motion of the harmonic potential, hence also in this case $`L_T=R_T`$. The SSFT holds if $`\epsilon `$ \[Eq. (39)\] vanishes as $`\tau \mathrm{}`$, and this is so here, since

$$\epsilon (\tau )=\frac{\tau _r[1e^{\tau /\tau _r}]}{\tau }.$$
(59)
We now discuss the observability of the work related ITFT and the ISSFT for this model. There are only two relevant parameters for the fluctuation theorems here, the relaxation time $`\tau _r`$ \[Eq. (13)\] and the rate of dimensionless work done $`w`$ \[Eq. (58e)\]. To obtain realistic values for these parameters, orders of magnitude of various quantities can be taken from Ref. Wangetal02 . With the radius $`R`$ of the order of three microns, and the viscosity of water $`\eta `$ of the order of $`10^3\mathrm{kg}\mathrm{m}^1\mathrm{s}^1`$, according to Eq. (8), $`\alpha `$ is of the order of $`5\times 10^8\mathrm{kg}/\mathrm{s}`$. With $`k`$ of the order of $`10^7\mathrm{kg}\mathrm{s}^2`$, $`\tau _r`$ becomes of the order of $`0.5\mathrm{s}`$ \[Eq. (13)\]. Furthermore, taking the temperature to be 300 K, gives $`\beta `$ of the order of $`2.4\times 10^{20}\mathrm{kg}\mathrm{m}^2\mathrm{s}^2`$, and with $`v_{opt}`$ of the order of $`1\mu m/s`$, we find from Eq. (58e) that $`w`$ is of the order of $`12\mathrm{s}^1`$.

For the case that $`w=12\mathrm{s}^1`$ and $`\tau _r=0.5\mathrm{s}`$, the expressions in Eqs. (51a-d) using Eqs. (58a-d), are plotted together in Fig. 1a. It is striking that even though we know that the ISSFT holds for sufficiently large $`\tau `$, this is not at all observed in the figure: the curves of $`L_S`$ and $`R_S`$ are completely different; in fact, the curve for $`L_S`$ is indistinguishable from the $`\tau `$ axis. Furthermore, both of these curves are different from $`L_T`$, which, given the result in Eq. (57) of Sec. II.5, is less of a surprise. Clearly, the range of $`\tau `$ for which the ISSFT is valid lies beyond the point where both $`L_S`$ and $`R_S`$ have relaxed to zero in Fig 1a. This means that for the parameters typical of the Wang experiment, the ISSFT cannot be observed, in contrast to the ITFT, as the curve of $`L_T`$ can be seen clearly, and $`L_T`$ equals $`R_T`$, so that the ITFT could be observed.

The reason that there is such a big difference in the signal for the transient and the stationary case, i.e., that the negative work fluctuations are more suppressed in $`L_S`$ than in $`L_T`$, is the following. Since $`M_T(0)=0`$ \[Eq. (23)\] in the argument of the error functions in Eq. (52), $`L_T(\tau =0)=1`$. As the function $`L_T`$ decays with increasing $`\tau `$, the question of whether it can be observed depends on whether it does not decay too quickly. On the other hand, the argument of the error function in Eq. (51c), $`M_S/\sqrt{2V_S}`$ does not have a limit of zero for $`\tau 0`$. In fact, using Eqs. (58c) and (58d) and expanding in $`\tau `$, one finds

$$\underset{\tau 0}{lim}\frac{M_S(\tau )}{\sqrt{2V_S(\tau )}}=\sqrt{w\tau _r/2},$$
(60)
which can be large. So with Eq. (51c), one has for $`\tau 0`$:

$$L_S(0)=\frac{1\mathrm{erf}(\sqrt{w\tau _r/2})}{1+\mathrm{erf}(\sqrt{w\tau _r/2})}.$$
(61)
For the case plotted in Fig. 1(a), $`\sqrt{w\tau _r/2}=\sqrt{3}`$, so that $`L_S(0)=7\times 10^3`$. No wonder we cannot see it in Fig. 1(a). $`L_S`$ is exponentially suppressed for large values of $`w\tau _r`$, which is the average work done in the stationary state during a relaxation time $`\tau _r`$. As $`W_\tau =0`$ for $`\tau =0`$ for all trajectories, it follows from definition (50b) that $`R_S(0)=1`$. Comparing this value with the value of $`L_S(0)`$ \[Eq. (61)\], we see that there is no chance to observe the SSFT if the work done during $`\tau _r`$ is too large.

Thus in order to observe the SSFT we have to reduce the work done in the time $`\tau _r`$. One direct way to do this is to change the particle’s radius. From Eqs. (8) and (13), we see that $`\tau _rR`$, whereas from Eq. (58e), $`wR`$ as well, so $`w\tau _rR^2`$. Another way would be to reduce the velocity of the harmonic potential, which does not affect $`\tau _r`$, but changes $`wv_{opt}^2`$. Choosing to work with the radius as the control parameter (partly because smaller particles than used in the Wang experiment are commercially available), we plotted in Fig. 1b–d, what happens when we make the particle 2.5 times smaller consecutively, thus reducing the work done per relaxation time each time by a factor $`6.25`$. In first instance \[Figs. 1b and 1c\] the curve of $`L_S`$ gets closer to the curve $`R_T`$, and $`L_S`$ starts to get visible. But only in the last graph, Fig. 1d, where the particle’s diameter is about $`15`$ times smaller than in Fig. 1a (which would mean $`R200\mathrm{nm}`$ in the Wang experiment), do we clearly see that $`L_S`$ approaches $`R_S`$. In this case, $`w\tau _r0.02`$, confirming that the work done in $`\tau _r`$ needs to be small to see a convincing signal of the ISSFT.

Finally, we look at Eq. (57), which says that in the long $`\tau `$ limit, the ratio of $`L_T`$ and $`L_S`$ becomes a constant. Using Eqs. (58a-d) in this case, Eq. (57) reads

$$\frac{L_T(\tau )}{L_S(\tau )}=e^{\frac{w\tau _r}{2}}.$$
(62)
Taking $`\tau _r=0.2\mathrm{s}`$ and $`w=4.8\mathrm{s}^1`$, we plotted $`L_T`$ and $`L_S`$ logarithmically to illustrate Eq. (62). Eq. (62) shows once more that negative fluctuations of the work are more suppressed in the stationary state than in the transient period.

### III.2 Circular Motion of the Harmonic Potential

In the case of a circular motion of the harmonic potential, we write

$$𝐱_t^{}=r\{\mathrm{sin}(\mathrm{\Omega }t)\widehat{𝐱}+[1\mathrm{cos}(\mathrm{\Omega }t)]\widehat{𝐲}\},$$
(63)
for $`t0`$. We use the same procedure as in the previous case, i.e., we determine $`𝐯_t^{}`$

$$𝐯_t^{}=r\mathrm{\Omega }\{\mathrm{cos}(\mathrm{\Omega }t)\widehat{𝐱}+\mathrm{sin}(\mathrm{\Omega }t)\widehat{𝐲}\},$$
(64)
for $`t0`$, insert this into Eqs. (24), (37) and (38), and obtain straightforwardly

$`M_T(\tau )`$ $`=`$ $`w\{\tau \tau _r{\displaystyle \frac{2\mathrm{\Omega }\tau _r\mathrm{sin}(\mathrm{\Omega }\tau )e^{\tau /\tau _r}}{1+\mathrm{\Omega }^2\tau _r^2}}`$ (65a)
$`\tau _r{\displaystyle \frac{[1\mathrm{\Omega }^2\tau _r^2][1\mathrm{cos}(\mathrm{\Omega }\tau )e^{\tau /\tau _r}]}{1+\mathrm{\Omega }^2\tau _r^2}}\}`$
$`V_T(\tau )`$ $`=`$ $`2M_T(\tau )`$ (65b)
$`M_S(\tau )`$ $`=`$ $`w\tau `$ (65c)
$`V_S(\tau )`$ $`=`$ $`V_T(\tau )=2M_T(\tau ),`$ (65d)
where now
$$w=\frac{\alpha \beta r^2\mathrm{\Omega }^2}{1+\mathrm{\Omega }^2\tau _r^2}.$$
(65e)
The expression for $`\epsilon `$ follows using its definition Eq. (39),

$`\epsilon (\tau )`$ $`=`$ $`{\displaystyle \frac{\tau _r}{(1+\mathrm{\Omega }^2\tau _r^2)\tau }}\{2\mathrm{\Omega }\tau _r\mathrm{sin}(\mathrm{\Omega }\tau )e^{\tau /\tau _r}`$ (66)
$`+[1\mathrm{\Omega }^2\tau _r^2][1\mathrm{cos}(\mathrm{\Omega }\tau )e^{\tau /\tau _r}]\}`$
which again vanishes like $`1/\tau `$ when $`\tau \mathrm{}`$, so that the ISSFT holds, i.e., $`L_S=R_S`$ for large $`\tau `$.

Note that the Eqs. (65a-e) and (66) reproduce the Eqs. (58a-e) and (59) in the limit for $`\mathrm{\Omega }0`$, keeping $`v_{opt}=r\mathrm{\Omega }`$ constant. But these equations are not just an extension of the linear case. Under the resonance condition $`\mathrm{\Omega }\tau _r=1`$, $`\epsilon `$ in Eq. (66) becomes

$$\epsilon (\tau )=\frac{\tau _r\mathrm{sin}(\tau /\tau _r)}{\tau }e^{\tau /\tau _r},$$
(67)
i.e., it decays exponentially, rather than $`1/\tau `$ (which it does for all other choices of $`\mathrm{\Omega }`$). In addition, in the resonance case $`\epsilon `$ is zero at times $`n\pi \tau _r`$ for $`n=1,2,3,\mathrm{}`$, and exponentially small ($`e^{n\pi }`$) in between; consequently, at those times, $`L_S`$ and $`R_S`$ are equal \[Eqs. (51c) and (53)\], whereas they are exponentially close in between. This means that the ISSFT holds and can be visible at much shorter time scales than in the linear case.

In Fig. 3, $`L_T=R_T`$, $`L_S`$ and $`R_S`$ from Eqs.(51a-d) are shown for two cases, which for $`\mathrm{\Omega }=0`$ become identical to the cases $`(b)`$ and $`(c)`$ in Fig. 1. For these cases we show what happens at their respective resonance points $`\mathrm{\Omega }=1/\tau _r`$ and what happens when $`\mathrm{\Omega }`$ is larger, $`5/\tau _r`$. In varying the frequency, we keep $`w`$ fixed, which physically means we would have to adjust $`r`$ according to Eq. (65e).

From Fig. 3b’, we see that at the resonant point $`\mathrm{\Omega }=1/\tau _r`$, while $`L_S`$ could not be seen in the $`\mathrm{\Omega }0`$ case (cf. Fig. 1b), it can now be seen, but is still too small compared to $`R_S`$ to check the SSFT. If at $`\mathrm{\Omega }=0`$ the value of $`L_S`$ could be seen (Fig. 1c), then going to the resonance, improves the situation: in Fig. 3c’, $`L_S`$ and $`R_S`$ approach each other after a far shorter time than in Fig. 1c, and become indistinguishable after $`\tau =\pi \tau _r`$, because of the exponentially small difference between them as discussed above. We remark that when the agreement is already good in the $`\mathrm{\Omega }=0`$ case (like in Fig. 1d), going to the resonance changes little. Furthermore, we see from Fig. 3 that going beyond the resonance ($`\mathrm{\Omega }=5/\tau _r`$) will cause the curves to deviate from each other again. We also note that above resonance, the work fluctuations in the stationary state are larger than those in the transient case, which is the opposite as for the linear motion. In fact, the form Eq. (57) takes here is \[using Eqs. (65a), (65c) and (65d)\]

$$\frac{L_T(\tau )}{L_S(\tau )}\stackrel{\tau \mathrm{}}{=}\mathrm{exp}\left\{\left(\frac{1\mathrm{\Omega }^2\tau _r^2}{1+\mathrm{\Omega }^2\tau _r^2}\right)\frac{w\tau _r}{2}\right\},$$
(68)
for $`\tau \mathrm{}`$. The exponent changes sign going from $`\mathrm{\Omega }\tau _r<1`$ to $`\mathrm{\Omega }\tau _r>1`$. What is happening physically is that the system is driven so fast that it cannot relax within one cycle. This increases the fluctuations $`W_\tau `$. On the basis of the foregoing, we see that in order to demonstrate the ISSFT, it helps to go to a resonant circular motion.

## IV Discussion

1. Inspired by the experiment of Wang et al.Wangetal02  which showed that the work related ITFT holds when a small latex bead is dragged linearly through a fluid by means of a laser-induced harmonic force, a model of a Brownian particle in a harmonic potential with an arbitrarily moving minimum was used to study both the work related ITFT and ISSFT, under more general conditions. From the Langevin equation that describes the motion of the Brownian particle in this simple model, everything can be explicitly calculated. As expected, the work related TFT holds for all time, as does its integrated variant (ITFT). The work related SSFT and its integrated version (ISSFT) hold for sufficiently large times provided a stationary state exists.

We also found a new relation between work related ISSFT and ITFT. If one looks at the ratios for the probability to find in a time $`\tau `$ a negative vs. a positive work done on the system, in the transient state ($`L_T`$) and in the stationary state ($`L_S`$), then $`L_T/L_S`$ approaches a constant (which is not $`1`$) as $`\tau \mathrm{}`$, given by Eq. (57).

2. We have not found many choices for the motion of the harmonic potential ($`𝐱_t^{}`$) for which a stationary state exists \[in the sense that the limits of Eqs. (37) and (38) exist\]. There is the linear motion corresponding to the Wang et al. experiment, which has been worked out in Sec. III.1, and there is the possibility of a circular motion treated in Sec. III.2, as well as a spiral motion, which is a trivial superposition of the previous two. However, any motion which in the course of time approaches one of these cases, will also reach a stationary state, corresponding to that case. In contrast to the simple motion of the harmonic potential considered in Sec. III, allowing for an arbitrary motion of the harmonic potential, may give rise to (arbitrarily) different fluctuations in the transient and the stationary cases.

3. We note that on the basis of our explicit calculations, we are able to explore under what conditions the work related ITFT and ISSFT might be observable, which is relevant for the devise of future experiments.

For the ITFT, which holds for all time, observability is purely a matter of how fast the quantity $`L_T`$ decays: if it decays too fast, the ITFT will not be measurable. We showed that if one inserts values taken from the Wang experimentWangetal02  into the explicit expression of $`L_T`$, the ITFT shows a clear signal which decays on the order of a second, consistent with the fact that the ITFT could be observed in that experiment. The relaxation time, i.e. $`\tau _r`$, however is off; the relaxation time found in the experiment is of the order of $`1`$ to $`2`$ seconds, whereas the value of the harmonic force constant and the application of Stokes’ Law give a relaxation time of $`0.5`$ seconds. This could be due to boundary effects, local heating due to the laser, deviations from the harmonic nature of the laser-induced force.

The fact that the ITFT can be observed does not imply that the ISSFT can be observed. In fact, problems with observability arise when we insert values taken from the Wang experiment Wangetal02  into the quantities for the ISSFT: the signal of $`L_S`$ is then too small because the work done on the system in a relaxation time is too large. There are a few ways to improve this situation, i.e., to make the ISSFT observable in an experiment: first, one can take a smaller particle, or second, make the velocity with which it moves through the fluid smaller. Both methods reduce the work done in a relaxation time $`\tau _r`$. If the diameter of the particle is reduced to about $`16`$ times smaller than the original one (which means about 400 nm across), we see that the ISSFT can indeed be observed.

The circular motion that we investigated offers a third possibility to improve the observability of the ISSFT: Under resonance conditions ($`\mathrm{\Omega }\tau _r=1`$), the deviations from the ISSFT become exponentially small after a time $`\pi \tau _r`$.

4. We end by giving some issues which are open for future investigation. Some possible extensions of the theory could be the following. The theory developed here is for the overdamped case only. One might wonder if there is ever any practical need to consider the situation where the damping is not so large. That would mean the theory would start with a Langevin equation of motion for $`𝐱`$ and $`𝐯`$, or a Kramers equation. We have carried out such calculations for the case of a linear motion of the harmonic potential and found the same results as reported here. In the case of the circular motion, this would also allow a more precise discussion of the role of the centrifugal force (due to $`\mathrm{\Omega }`$), which a rough estimate limits to $`\mathrm{\Omega }\alpha /m`$ (this is of the order of $`10^5\mathrm{Hz}`$ for parameters taken from the Wang et al. experiment). One could also consider the case of anharmonic rather than harmonic potentials. On a practical level, is seems plausible that the theory could be applied to other systems, such as linear electrical circuits and could be particularly relevant to nano-technology.

On a more fundamental level, one could ask what the precise relation is of the work fluctuation theorem (for $`\beta W_\tau ^{tot}`$) discussed here and the usual entropy production theorems (for $`\beta W_\tau ^{Br}`$) for dynamical and stochastic systemsGallavottiCohen95a ; GallavottiCohen95b ; SearlesEvans00 ; Kurchan98 ; LebowitzSpohn99 . While the work fluctuation theorems hold for all classes of systems considered so far, this appears not to be the case for the entropy production theorems. In a future publication, we intend to discuss this question in detail, since the theory needed for this deviates too much from the present one to be included it in this paper. We can state, however, that for the models considered here, such a theory indicates that while an SSFT for the entropy production, i.e., for $`\beta W_\tau ^{Br}`$, appears to hold for long times as usual, the TFT for the entropy production seems to hold for long times only as wellVanZonCohen03 , and not as an identity for all times, as would be expectedCohenGallavotti99 .

This work has been supported by the U.S. Department of Energy, under grant No. DE-FG-02-88-ER13847.


text:
# On time-dependent 𝐴𝑑𝑆/𝐶𝐹𝑇

## 1 Introduction

The AdS/CFT correspondence  originated in part from the comparison of absorption amplitudes calculated using IIB supergravity, and from the worldvolume action of $`D3`$-branes  in Lorentzian signature (see e.g.  for a brief review). A clear Euclidean computational prescription for the duality was formulated in . Since then, the AdS/CFT correspondence has been mostly taken into a Euclidean setting, with great success.

Nevertheless, it has been stressed many times that important physical problems, that may have a natural resolution in a holographic framework are time-dependent. If we want to study processes in gravity such as the formation or evaporation of a black hole, and we want to obtain a holographic description of the process in terms of a dual conformal field theory, then time-dependence will surely enter the game. Clearly, it will not be an easy task to obtain such a description.

Time-dependent quantum field theory is a difficult subject by itself, independent of the complications associated to holography (see  and references thereto). Indeed, like in a classical wave problem, we can (instead of only asking questions about the overlap of asymptotic states) try to evolve a quantum field theoretical system according to the wave equation of the quantum field theory at hand, naturally using retarded and advanced propagators (instead of Feynman propagators only). These problems are often harder to solve than the problems in scattering theory although recently good progress has been made thanks to numerical methods. One might hope that a better understanding of time-dependent AdS/CFT can shed some light on time-dependent problems in strongly coupled (supersymmetric conformal) field theories at large N.

In this paper we take one more step towards a holographic dictionary between Lorentzian AdS and a time-dependent conformal quantum field theory on the boundary. We make a connection between previous works on Lorentzian AdS/CFT, and we tie together the prescriptions given in the literature , in an elementary approach that we hope clarifies the basic issues. We will assume throughout that we work in a string theoretic context, where the AdS/CFT correspondence has been tested most convincingly.

We start in section 2 by briefly reviewing the wave function for a scalar field in $`AdS_{d+1}`$, and as an extra, we give an intuitive explanation of the fact that boundary conditions on the scalar field are needed for low values of the mass. In section 3 we review the standard quantisation of a scalar field in Poincare coordinates. By reinterpreting the bulk Green functions in section 4, we are able to relate the regularisation prescription in Minkowksi space to a radial regularisation prescription. Thus, we link causal properties in the boundary to radial boundary conditions in the bulk. In section 6, we apply the formalism to compute two-point functions and to interpret the subleading behavior of bulk solutions to the equations of motion. We assembled conclusions and remarks in section 7.

## 2 Wave functions on the Poincare patch

In this section, we clarify some assumptions that underlie the standard quantisation of scalar fields in $`AdS_{d+1}`$. That will clear the ground for quantising scalar fields on $`AdS_{d+1}`$ and deriving their Green functions in the next section.

### 2.1 A rough analysis

The metric in Poincare coordinates $`(u,x^\mu )`$ is ($`u[0,\mathrm{})`$) (see appendix A for our conventions) :

$`ds^2`$ $`=`$ $`u^2(dx^\mu )^2+{\displaystyle \frac{du^2}{u^2}},`$ (1)
and we will also frequently make use of the radial coordinate $`r=\frac{1}{u}`$. To get a first idea of the spectrum for a scalar field, we briefly discuss solutions to the wave-equation:

$`(\mathrm{}m^2)\mathrm{\Phi }(r,x^\mu )`$ $`=`$ $`0.`$ (2)
Using separation of variables, we can write a generic solution as a linear combination of factorised wave functions $`\mathrm{\Phi }(r,x^\mu )=e^{iEt}e^{ip_jx^j}R(r)`$. We distinguish two types of solutions, depending on the causal nature of the Minkowski momentum $`p^\mu `$. When the Minkowski momentum is spacelike ($`p^2>0`$), we have:

$`\mathrm{\Phi }`$ $`=`$ $`ce^{iEt}e^{ip_jx^j}r^{\frac{d}{2}}K_\nu (\sqrt{p^2}{\displaystyle \frac{1}{r}}).`$ (3)
The solution is regular in the interior (near $`r=0`$), and (delta-function) normalizable, for $`0\nu =\sqrt{m^2+\frac{d^2}{4}}<1`$. We assume that the Breitenlohner-Freedman  bound $`m^2\frac{d^2}{4}`$ is satisfied111 As an aside, we note that an excitation that violates the BF bound is the analogue of a tachyon in $`AdS`$. These excitations play a crucial role for strings on $`AdS_3`$, where in the twisted, winding sector, there are stable excitations built on the component of the particle Hilbert space that is tachyonic and associated to the radial momentum modes . Note also that in the euclidean $`AdS_3`$ setting, the only available modes are exactly the ones that correspond to these tachyonic modes in the Lorentzian $`AdS_3`$ (i.e. it is only the continuous representations of $`Sl(2)`$ that are present for $`SL(2,C)`$ ). It would be interesting to understand whether one can make sense of these tachyonic modes in QFT on $`AdS`$ in general, in an interacting setting.. For timelike momentum ($`p^2<0`$) the two solutions regular in the interior are:

$`\mathrm{\Phi }^\pm `$ $`=`$ $`c_\pm e^{iEt}e^{ip_jx^j}r^{\frac{d}{2}}J_{\pm \nu }(\sqrt{p^2}{\displaystyle \frac{1}{r}})`$ (4)
(for $`\nu `$ not an integer). For $`\nu 1`$ only $`\mathrm{\Phi }^+`$ is normalizable, while for $`\nu <1`$ both modes are. The meaning of this fact will be clarified in the following subsections.

To obtain more insight in the radial behavior of these modes, and in particular, the way their normalisability properties depend on the value of $`\nu `$, we introduce in the next subsection an auxiliary one-dimensional radial differential equation that will be of good use throughout our paper.

### 2.2 Boundary conditions

To clarify which eigenfunctions we should consider and what boundary conditions should be imposed, it is useful to reduce the scalar wave equation to a one-dimensional problem. In the $`(u,x^\mu )`$ Poincare coordinate system, the factors of the function $`\mathrm{\Phi }(u,x^\mu )=\varphi (x^\mu )u^{d/21/2}f(u)`$ will satisfy the wave equation in Minkowski space with (mass)$`{}_{}{}^{2}=\lambda `$ and the one-dimensional Sturm-Liouville equation in the radial direction $`u`$ with eigenvalue $`\lambda `$ :

$`(\mathrm{}_M\lambda )\varphi (x^\mu )`$ $`=`$ $`0`$
$`f(u)^{\prime \prime }+{\displaystyle \frac{m^2+d^2/41/4}{u^2}}f(u)`$ $`=`$ $`\lambda f(u).`$ (5)
More generally, we will find it useful to discuss the inhomogeneous Sturm-Liouville problem with source $`f_s(u)`$:

$`f(u)^{\prime \prime }+(\lambda q(u))f(u)`$ $`=`$ $`f_s(u),`$ (6)
with parameter $`\nu =+\sqrt{m^2+d^2/4}`$ and potential $`q(u)=\frac{\nu ^21/4}{u^2}`$.

### Necessity of boundary conditions

The radial equation for the scalar wavefunction can be written in terms of the differential operator $`_u^2+\frac{\nu ^21/4}{u^2}`$. Before we discuss this operator in detail, we consider the problem of wave solutions on the real half-line $`[0,\mathrm{}[`$ to gain some intuition on when it is necessary to impose boundary conditions on the wavefunction at $`u=0`$.

First of all, if we study the problem without potential ($`q(u)=0`$), then, if we don’t specify a boundary condition at the end of the half-line ($`u=0`$) for the plane wave (which is thought of as an eigenfunction of $`_t^2+_u^2`$), we don’t have a well-defined physical problem, and that is reflected in the fact that the operator $`_u^2`$ is not self-adjoint on the space of functions without specific boundary condition. We need to specify a boundary condition at zero, because the wave reaches zero easily, and we need to know how it bounces back to determine its full evolution. It turns out that the specification of a boundary condition is in one-to-one correspondence to the specification of a self-adjoint extension of the operator $`_u^2`$ on the half-line .

In general, whether we need to specify a boundary condition at zero, in a Schrödinger problem on the half-line, depends on how fast the potential grows at zero. If it grows very fast, it takes care of the boundary condition automatically. The only normalisable solution will have a fixed phase as it bounces off the wall at $`u=0`$. If the potential does not grow fast enough, we need to specify the boundary condition that will pick one out of two normalisable solutions to the wave equation.

How fast is fast enough ? The critical behavior of the potential is $`\frac{c}{u^2}`$. It turns out  that when $`c\frac{3}{4}`$, the potential grows fast enough to have only one normalisable solution. When $`c<\frac{3}{4}`$, we need to specify a boundary condition. Since $`\nu ^2=c+\frac{1}{4}`$, we find that when $`0\nu <1`$, we will need to specify a boundary condition at zero for the Schrödinger problem on the half line. When $`\nu 1`$ we don’t need to specify a boundary condition, and there will be only one normalisable solution.

That explains the pattern we observed above for the normalisability of the scalar wave functions in $`AdS_{d+1}`$. It also shows that we need to impose an extra boundary condition in the case $`0\nu <1`$. The choice of boundary condition makes the propagation of fields on the $`AdS`$ space well-defined for that mass range. If we do not specify the boundary condition, we don’t know how the scalar wave bounces back off the boundary of the spacetime. Thus, we conclude from this analysis that we can just consider the eigenfunctions proportional to $`J_\nu `$ when $`\nu 1`$. However, when $`0\nu <1`$, we need to specify boundary conditions. That will single out a linear combination of $`J_{\pm \nu }`$, and a single bound state wave function proportional to $`K_\nu `$ . With this extra understanding, we can systematically treat the quantisation of the $`AdS`$ scalar field. Our analysis here can be read as an intuitive restating of facts laid bare in .

In this paper we concentrate on the case $`\nu 1`$222We moreover will brush over important subtleties associated to integer $`\nu `$.. For $`\nu <1`$ there are two types of conformal boundary conditions  that single out the $`\mathrm{\Phi }^\pm `$ modes and that exclude a bound state solution. We hope to return to the renormalisation group flow physics associated to more general boundary conditions (see e.g. ) and the interpretation of the bound state elsewhere. We thus have clarified a little the assumptions that underlie the ordinary quantisation of scalar fields in $`AdS_{d+1}`$ and can now proceed with a clear conscience in standard fashion.

## 3 Bulk propagator

In this section we take a first look at the computation of the bulk Feynman, retarded and advanced propagators (see also ). We concentrate on quantizing the modes $`\mathrm{\Phi }J_\nu `$ proportional to the Bessel function with positive index $`\nu 1`$.

### 3.1 Quantisation

We write the general solution in terms of positive and negative frequency components, a normalisation constant $`c(p)`$ and annihilation operators $`f(p)`$:

$`\mathrm{\Phi }`$ $`=`$ $`{\displaystyle _{E>\sqrt{p_jp^j}}}𝑑E{\displaystyle d^{d1}p_jf(p)c(p)e^{ip.x}r^{\frac{d}{2}}J_\nu (\sqrt{p^2}\frac{1}{r})}`$ (7)
$`+`$ $`f(p)^{}c(p)^{}e^{ip.x}r^{\frac{d}{2}}J_\nu (\sqrt{p^2}{\displaystyle \frac{1}{r}}).`$
To normalize the operators $`f`$, we compute the scalar product between the positive frequency eigenfunctions:

$`(\mathrm{\Phi }^{(+)}(p),\mathrm{\Phi }^{(+)}(p^{}))`$ $`=`$ $`i{\displaystyle 𝑑r𝑑x^j\sqrt{g}g^{00}\mathrm{\Phi }^{(+)}(p)^{}_0^{}\mathrm{\Phi }^{(+)}(p^{})}`$ (9)
$`=`$ $`(2\pi )^{d1}\delta (p_jp_j^{})c(p)^{}c(p^{}){\displaystyle _0^{\mathrm{}}}𝑑r.r^{d1}.r^2.r^d(E+E^{})`$
$`J_\nu (\sqrt{p^2}{\displaystyle \frac{1}{r}})J_\nu (\sqrt{(p^{})^2}{\displaystyle \frac{1}{r}}).`$
$`=`$ $`(2\pi )^{d1}\delta (p_jp_j^{})c(E,p_j)^{}c(E^{},p_j)(E+E^{})`$
$`{\displaystyle _0^{\mathrm{}}}𝑑uuJ_\nu (\sqrt{p^2}u)J_\nu (\sqrt{(p^{})^2}u).`$
We have for $`\nu >1`$:

$`f(s)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}s^{1/2}J_\nu (su)u{\displaystyle _0^{\mathrm{}}}t^{1/2}J_\nu (tu)f(t)𝑑u𝑑t`$ (10)
from which it follows that:

$`{\displaystyle _0^{\mathrm{}}}𝑑uuJ_\nu (su)J_\nu (tu)`$ $`=`$ $`s^1\delta (st).`$ (11)
Using this formula, we find that the inner product evaluates to:

$`(\mathrm{\Phi }^{(+)}(E,p_j),\mathrm{\Phi }^{(+)}(E^{},p_j^{}))`$ $`=`$ $`|c(p)|^22(2\pi )^{d1}\delta (p_jp_j^{})\delta (EE^{}).`$ (12)
Thus we put $`c(p)=\frac{1}{\sqrt{2}}(2\pi )^{\frac{d1}{2}}`$. We then postulate:

$`[f(p),f^{}(p^{})]`$ $`=`$ $`\delta (pp^{})`$ (13)
to quantise the fields. It can then be checked that the quantum fields satisfy the standard commutation relations recalled in appendix A.

### 3.2 Green functions

Consider first the Wightman function $`G^+`$, which we can rewrite in terms of the Wightman function $`G_M^+`$ in Minkowski space :

$`G^+(x,x^{})`$ $`=`$ $`0|\mathrm{\Phi }(x)\mathrm{\Phi }(x^{})|0`$ (14)
$`=`$ $`{\displaystyle _{\sqrt{p_jp^j}}^{\mathrm{}}}𝑑E{\displaystyle \frac{d^{d1}p_j}{(2\pi )^{d1}}e^{ip.(xx^{})}r^{\frac{d}{2}}r_{}^{}{}_{}{}^{\frac{d}{2}}\frac{1}{2}J_\nu (\sqrt{p^2}\frac{1}{r})J_\nu (\sqrt{p^2}\frac{1}{r^{}})}`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\lambda {\displaystyle \frac{d^dp}{(2\pi )^{d1}}e^{ip.(xx^{})}\theta (E)\delta (p^2+\lambda )r^{\frac{d}{2}}r_{}^{}{}_{}{}^{\frac{d}{2}}\frac{1}{2}J_\nu (\sqrt{\lambda }\frac{1}{r})J_\nu (\sqrt{\lambda }\frac{1}{r^{}})}`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\lambda G_M^+(x^\mu ,x_{}^{}{}_{}{}^{\mu };\sqrt{\lambda })r^{\frac{d}{2}}r_{}^{}{}_{}{}^{\frac{d}{2}}{\displaystyle \frac{1}{2}}J_\nu (\sqrt{\lambda }{\displaystyle \frac{1}{r}})J_\nu (\sqrt{\lambda }{\displaystyle \frac{1}{r^{}}}).`$
In fact, an analogous analysis makes clear that there is a similar relation between all Green functions for the Poincare patch of $`AdS_{d+1}`$ and the Green functions on $`M^d`$. Indeed, the Wightman functions $`G^\pm `$ for a scalar field in $`AdS_{d+1}`$ and those in Minkowski space, $`G_M^\pm `$, are related as above, and the time-ordering ($`\theta `$-functions) agree in the Poincare coordinates and Minkowski space. Thus, all Green functions in Poincare coordinates can be straightforwardly derived from the Green functions in Minkowski space.

Let us be a little more specific. We will be interested in computing the retarded, advanced and Feynman bulk Green functions $`G_B\{G_R,G_A,G_F\}`$. We have:

$`G^\pm (x,x^{})`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\lambda {\displaystyle \frac{d^{d1}p}{(2\pi )^{(d1)}}_{C^\pm }\frac{dE}{2\pi i}\frac{1}{p^2+\lambda }e^{ip.(xx^{})}r^{\frac{d}{2}}r_{}^{}{}_{}{}^{\frac{d}{2}}\frac{1}{2}J_\nu (\sqrt{\lambda }\frac{1}{r})J_\nu (\sqrt{\lambda }\frac{1}{r^{}})}.`$
where the contours $`C^\pm `$ coincide with the Minkowski contours $`C^\pm `$ encircling one of two poles, as discussed in appendix A. There we also listed how to obtain the standard contours $`C^B`$ for the bulk propagators $`G_B`$ which can be expressed as:

$`G_B(x,x^{})`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\lambda {\displaystyle \frac{d^{d1}p}{(2\pi )^{(d1)}}_{C^B}\frac{dE}{2\pi }\frac{1}{p^2+\lambda }e^{ip.(xx^{})}}`$ (16)
$`r^{\frac{d}{2}}r_{}^{}{}_{}{}^{\frac{d}{2}}{\displaystyle \frac{1}{2}}J_\nu (\sqrt{\lambda }{\displaystyle \frac{1}{r}})J_\nu (\sqrt{\lambda }{\displaystyle \frac{1}{r^{}}}).`$
The contours $`C^B`$ enumerated in the appendix correspond to the usual $`ϵ`$-prescriptions: for the Feynman propagator $`G_F:`$ $`p^2p^2iϵ`$, for the retarded one $`G_R:`$ $`p^2p^2iϵE`$ and $`G_A:`$ $`p^2p^2+iϵE`$ for the advanced propagator. That defines the bulk propagators in $`AdS_{d+1}`$.

Up till now, the treatment has been fairly standard. We can compare these bulk propagators with the ones obtained in global coordinates, and we expect them to agree (up to time-ordering) on the grounds that the vacua in Poincare coordinates and in global coordinates only differ in their vacuum energy, not in the definition of positive and negative frequency modes . We check their agreement in appendix B. In the next section, we will reinterpret the expression for the bulk propagator in our holographic context.

## 4 Reinterpreting the bulk Green function

For our purposes it will be important to be able to take a different perspective on the bulk Green function $`G_B`$. We have several ways of reading formula (16) for $`G_B`$. One is as the Fourier transform of the Green function for the radial problem (later denoted $`g(u,u^{})`$), where the radial Green function is written in the form of an integral over eigenfunctions. The second way is to read it as a Bessel transform of a Green function in Minkowski space. I.e. we can interpret the role of the factor $`\frac{1}{p^2+\lambda }`$ in two ways, either as associated to a Minkowski Green function, or as associated to a radial Green function. That also implies that, after implementing the $`ϵ`$-prescription, we can either associate it to the integral over the energy $`E`$ (leading to standard Minkowski propagators), or as regularising our radial Green function. To understand the second perspective better, we collect some useful ingredients.

### 4.1 A relation of the bulk propagator to a 1d propagator

Suppose we have a bulk Green function $`G_B`$ that satisfies:

$`(\mathrm{}_xm^2)G_B(x,x^{})`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{g}}}\delta (xx^{}).`$ (17)
When we naively write it as:

$`G_B`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^d}}{\displaystyle 𝑑E𝑑p_je^{iE(tt^{})}e^{ip_j(x^jx_{}^{}{}_{}{}^{j})}g(u,u^{})},`$ (18)
then it is easy to derive that $`g(u,u^{})`$ has to satisfy ($`\lambda =E^2p_jp^j`$):

$`(\lambda u^2+u^{d+1}_u(u^{d+1}_u)m^2)g(u,u^{})`$ $`=`$ $`u^{d+1}\delta (uu^{}).`$ (19)
When we define a Green function for the 1d problem by:

$`_u^2k_\lambda (u,u^{})+({\displaystyle \frac{m^2+1/4d^2/4}{u^2}}+\lambda )k_\lambda (u,u^{})`$ $`=`$ $`\delta (u,u^{})`$ (20)
then $`g`$ is related to $`k_\lambda `$ by:

$`g(u,u^{})`$ $`=`$ $`u^{\frac{d1}{2}}u_{}^{}{}_{}{}^{\frac{d1}{2}}k_\lambda (u,u^{}).`$ (21)
Thus, we obtain a bulk propagator $`G_B`$ as the Fourier transform of a Green function for the radial problem (when we take into account some extra powers of the radial coordinate). That is a first, quick way to view the abovementioned change of perspective.

### 4.2 Radial bulk propagator

Next, we discuss how to obtain the radial bulk propagator $`k_\lambda (u,u^{})`$ on the interval $`[u_0,\mathrm{}[`$ (see section 4.10 of ). We introduced an infrared cut-off in the radial direction, $`u_0>0`$, which excises the region near the boundary of the $`AdS`$ space at $`u=0`$. We need to study the problem for imaginary values of $`\lambda `$, and in particular we will take $`\lambda `$ to have (at least a small) positive imaginary part. (This is necessary to make the wavefunction near the radial origin $`r=0`$, or $`u=\mathrm{}`$, strictly square integrable.) After some computation, we find that the radial bulk propagator with boundary condition $`k(u,u_0)=0`$ is given by:

$`k_{\lambda =s^2}(u,u^{})`$ $`=`$ $`{\displaystyle \frac{\pi }{2H_\nu ^{(1)}(u_0s)}}u^{1/2}H_\nu ^{(1)}(us)(u^{})^{1/2}(J_\nu (u^{}s)Y_\nu (u_0s)Y_\nu (u^{}s)J_\nu (u_0s))`$
$`\text{for}uu^{},`$ (22)
and a similar expression with $`u`$ and $`u^{}`$ interchanged for $`u<u^{}`$. It can be checked that if we take a naive $`u_00`$ limit in this expression, we recuperate the radial Green function for the Sturm-Liouville problem on the half-line , which is directly related to the radial part of the bulk Green function (16).

### 4.3 Radial bulk-to-boundary propagator

For later use, we discuss how to obtain a bulk-to-boundary propagator (in momentum space) from the bulk propagator for the one-dimensional problem. It is easy to see that the only eigenfunction that behaves nicely at $`u=\mathrm{}`$, that satisfies the inhomogeneous boundary condition $`f(u_0)=f_0`$ and that is associated to $`\lambda =s^2`$ (with real and imaginary part of $`s`$ larger than zero) is given by:

$`f(u)`$ $`=`$ $`f_0{\displaystyle \frac{u^{1/2}H_\nu ^{(1)}(us)}{u_0^{1/2}H_\nu ^{(1)}(u_0s)}}.`$ (23)
How do we obtain this solution from the bulk propagator for this problem ? In this regularised problem, we can easily derive from the radial propagator (22), for $`u^{}u_0`$:

$`_u^{}k_\lambda (u,u^{})`$ $``$ $`{\displaystyle \frac{u^{1/2}H_\nu ^{(1)}(us)}{(u_0)^{1/2}H_\nu ^{(1)}(u_0s)}},`$ (24)
yielding the correct (trivial) bulk-to-boundary Green function we found above, as expected from general techniques used in solving wave equations (see e.g. ).

It is clear that a naive limit of the bulk Green function, where we consider $`u_00`$, or more precisely $`u_0s0`$, yields the bulk Green function that we find in the problem on the real positive half-line . Note though that we would neglect terms that could become of equal strength when $`us0`$. That would cause problems in finding the correct bulk-to-boundary propagator in the non-regularised problem. Physically speaking, the high momentum modes on the brane ruin the limit (– this is a UV phenomenon –), or, in other words, the bulk long distance IR phenomena associated to the boundary at $`u=0`$ are not properly taken into account and need to be IR regulated from the bulk supergravity point of view. This UV/IR correspondence is familiar by now .

Note that the sign of the imaginary part of $`s=\sqrt{\lambda }`$ was decisive in choosing between the Hankel functions $`H^{(1,2)}`$. Indeed, had we taken the case where $`\lambda `$ has negative imaginary part, we would have obtained very similar results with $`H^{(2)}`$ replacing $`H^{(1)}`$. The $`ϵ`$-prescription, or imaginary part of the eigenvalue, determines the radial part of the wavefunction uniquely.

## 5 Deep throat

We have now assembled the ingredients to be able to derive the bulk-to-boundary propagators $`K_B`$ associated to bulk propagators $`G_B`$, when we cut off the $`AdS_{d+1}`$ space at finite radius $`r_0=\frac{1}{u_0}`$. We need to reinterpret our bulk propagator as the Fourier transform of a radial Green function, and take the appropriate regularisation prescription into account in the radial part. The Feynman bulk-to-boundary propagator for instance is the Fourier transform of the one-dimensional bulk-to-boundary propagator associated to the $`p^2p^2iϵ`$ or $`s^2s^2+iϵ`$ prescription:

$`K_F(u,x;x^{})`$ $`=`$ $`_u^{}G_F(u,u^{})\text{at}u^{}=u_0`$ (25)
$`=`$ $`{\displaystyle \frac{d^dp}{(2\pi )^d}e^{ip.(xx^{})}\frac{u^{d/2}H_\nu ^{(1)}(u\sqrt{p^2+iϵ})}{u_0^{d/2}H_\nu ^{(1)}(u_0\sqrt{p^2+iϵ})}},`$
where we reinstalled the appropriate power of the radial coordinate. From this, it is easy to see that $`K_F(u_0)=\delta (x^\mu x_{}^{}{}_{}{}^{\mu })`$, as expected. For the advanced and retarded bulk-to-boundary Green functions, we need to adapt our radial regularisation to the sign of the energy $`E`$. We obtain:

$`K_{R,A}(u,x;x^{})`$ $`=`$ $`_u^{}G_{R,A}(u,u^{})\text{at}u^{}=u_0`$ (26)
$`=`$ $`{\displaystyle }{\displaystyle \frac{d^dp}{(2\pi )^{(d)}}}e^{ip.(xx^{})}(\theta (\pm E){\displaystyle \frac{u^{d/2}H_\nu ^{(1)}(u\sqrt{p^2+iϵ})}{u_0^{d/2}H_\nu ^{(1)}(u_0\sqrt{p^2+iϵ})}}`$
$`+\theta (E){\displaystyle \frac{u^{d/2}H_\nu ^{(2)}(u\sqrt{p^2iϵ})}{u_0^{d/2}H_\nu ^{(2)}(u_0\sqrt{p^2iϵ})}}).`$
In this case too, it is easy to see that $`K_B(u_0)=\delta (x^\mu x_{}^{}{}_{}{}^{\mu })`$.

It is clear that the Feynman bulk-to-boundary Green function is a specific analytic continuation of the Euclidean bulk-to-boundary propagator as described in . The bulk-to-boundary propagator contains waves that move inward for positive energy modes, and outward for negative energy modes. (We consider incoming modes to be the ones that travel towards the horizon at $`r=0`$.) We showed that the $`ϵ`$-prescription in the Minkowski part of the bulk propagator determines the radial part for the propagator.

Our derivation illuminates the presciption given in . Indeed, for the retarded and advanced propagators, we derived the correct boundary conditions at the horizon at $`u=\mathrm{}`$. That is a crucial ingredient in making the AdS/CFT prescription work. We therefore not only reproduced the fact that indeed the retarded propagator is associated to incoming boundary conditions on the bulk scalar field , but we will also see that the contribution to the two-point function at the horizon automatically vanishes once the appropriate $`ϵ`$-prescription is taken into account. This puts two ingredients of the prescription in  on a firm footing.

## 6 Correlation functions

### 6.1 Boundary behavior

We reformulate the boundary value problem for $`AdS_{d+1}`$ in order to clarify the structure of the general solution to the equations of motion. After this general discussion, we return to the specific conclusions we can draw for the particular choices of bulk-to-boundary propagators that we defined in the previous section.

From the equations of motion, it becomes clear that the most general (non-normalisable) solution behaves as (see e.g. ):

$`\mathrm{\Phi }(u,x^\mu )`$ $`=`$ $`u^{d\mathrm{\Delta }_+}(\varphi _{}(x^\mu )+O(u^2))+u^{\mathrm{\Delta }_+}(\varphi _+(x^\mu )+O(u^2))`$ (27)
where $`\mathrm{\Delta }_\pm =\frac{d}{2}\pm \nu `$ and $`\nu 0`$. It is clear then that the first term dominates near the boundary at $`u=0`$ and is associated to non-normalisable behavior near the boundary for $`\nu 1`$. The second term correponds to leading normalisable boundary behavior.

We note that a generic solution with non-normalisable boundary behavior specified by $`\varphi _{}`$ can be obtained as follows: derive a bulk-to-boundary Green function $`K_B`$ from the bulk propagator $`G_B`$, and write a solution to the equation of motion satisfying the boundary condition $`\varphi _{}`$. If we do not add any other term to the solution, we have also fixed the subleading $`\varphi _+`$ behavior. Picking a specific bulk propagator $`G_B`$ and, hence, $`K_B`$ can thus be understood as associating a particular subleading behavior $`\varphi _+`$ to each leading behavior $`\varphi _{}`$. We will analyse and interpret their precise relation in the next section. A general solution can be obtained by adding a normalisable solution to the one obtained in the above prescription. Of course, adding a normalisable mode will influence the subleading $`\varphi _+`$ boundary behavior .

### 6.2 Subleading behavior

As a preliminary to studying the two-point functions, we analyse the subleading behavior of specific wave functions, associated to the bulk-to-boundary propagators that we derived. First of all, let’s study the bulk solution associated to the Feynman bulk-to-boundary propagator $`K_F`$:

$`K_F`$ $`=`$ $`{\displaystyle \frac{d^dp}{(2\pi )^d}e^{ip.(xx^{})}\frac{u^{d/2}H_\nu ^{(1)}(u\sqrt{p^2+iϵ})}{u_0^{d/2}H_\nu ^{(1)}(u_0\sqrt{p^2+iϵ})}}`$
$`\mathrm{\Phi }(u,x^\mu )`$ $`=`$ $`{\displaystyle 𝑑x_{}^{\mu }{}_{}{}^{}\varphi _{}(x_{}^{\mu }{}_{}{}^{})K_F(x^\mu ,x_{}^{\mu }{}_{}{}^{};u)}.`$ (28)
Using the expansion of the Hankel functions for small arguments, and the Fourier transform of $`(p^2+iϵ)^\nu `$ , it is possible to show that the wavefunction $`\mathrm{\Phi }`$ behaves as:

$`\mathrm{\Phi }(u,x^\mu )`$ $``$ $`({\displaystyle \frac{u}{u_0}})^{d/2\nu }\varphi _{}(x^\mu )+i({\displaystyle \frac{u}{u_0}})^{d/2+\nu }\pi ^{d/2}{\displaystyle \frac{\mathrm{\Gamma }(\mathrm{\Delta }_+)}{\mathrm{\Gamma }(\nu )}}u_0^{2\nu }{\displaystyle d^dy\frac{\varphi _{}(y)}{((xy)^2+iϵ)^{\mathrm{\Delta }_+}}},`$ (29)
from which we easily read off the subleading behavior. We can do a similar exercise for the retarded and advanced cases, and we find that the leading and subleading behaviors are:

$`\mathrm{\Phi }(u,x^\mu )`$ $``$ $`({\displaystyle \frac{u}{u_0}})^{d/2\nu }\varphi _{}(x^\mu )+2\mathrm{sin}\pi \mathrm{\Delta }_+({\displaystyle \frac{u}{u_0}})^{d/2+\nu }\pi ^{d/2}{\displaystyle \frac{\mathrm{\Gamma }(\mathrm{\Delta }_+)}{\mathrm{\Gamma }(\nu )}}u_0^{2\nu }`$ (30)
$`{\displaystyle d^dy\theta (\pm (x^0y^0))\frac{\varphi _{}(y)}{((xy)_+^2)^{\mathrm{\Delta }_+}}},`$
where we used the Fourier transform of $`(p^2iϵsign(E))^\nu `$ which can be found in  and we have made use of the generalised function $`x_+^\lambda `$ defined in  as (roughly) being $`x^\lambda `$ when $`x>0`$ and zero otherwise. We have thus explicitly seen how the subleading behavior $`\varphi _+`$ of the wavefunction is related to the leading behavior $`\varphi _{}`$. The interpretation of the subleading term is derived in the next subsection.

### 6.3 Two-point functions

To compute two-point functions in the different prescriptions, we follow the appendix of  (see also ), and write the bulk-to-boundary propagators in momentum space as:

$`K_F(u,p^\mu )`$ $`=`$ $`{\displaystyle \frac{u^{d/2}H_\nu ^{(1)}(u\sqrt{p^2+iϵ})}{u_0^{d/2}H_\nu ^{(1)}(u_0\sqrt{p^2+iϵ})}}`$
$`K_{R,A}(u,p^\mu )`$ $`=`$ $`\theta (\pm E){\displaystyle \frac{u^{d/2}H_\nu ^{(1)}(u\sqrt{p^2+iϵ})}{u_0^{d/2}H_\nu ^{(1)}(u_0\sqrt{p^2+iϵ})}}+\theta (E){\displaystyle \frac{u^{d/2}H_\nu ^{(2)}(u\sqrt{p^2iϵ})}{u_0^{d/2}H_\nu ^{(2)}(u_0\sqrt{p^2iϵ})}}.`$ (31)
We need to get rid of contact terms, and we see that it is important not to take the limit $`u_00`$ too fast, not to loose the right normalisation for the two-point function . Following the appendix of , we obtain precisely the same boundary two-point function in momentum space as the authors of  did in Euclidean signature, but for the Feynman two-point function we need to replace $`p^{2\nu }`$ by $`(p^2iϵ)^\nu `$ (and there is an overall factor of $`i`$). To obtain this, we crucially made use of the fact that for $`u\mathrm{}`$ the bulk-to-boundary Green function vanishes (i.e. $`K_B0`$ for $`u\mathrm{}`$) to (automatically) get rid of a boundary term. We thus recuperate the two-point functions in , but in a more transparant fashion. We obtain precisely the boundary (Feynman) time-ordered two-point function. By a familiar Fourier transform, we get the two-point correlator in position space.

By plugging in a $`\delta `$function source term for the boundary field following , we can interpret the subleading behavior of the bulk solution in (29) as the time-ordered expectation value of an operator, in the presence of another operator insertion up to an overall normalisation, which we claim coincides with the one found in . To derive in a precise manner the normalisation constant requires more care in the regularisation scheme (see e.g ).

We can repeat a similar computation for the retarded and advanced two-point function, but we have to be careful when defining the two-point function in terms of the action functional. After some computation, we find in position space the following action functional for the case of the retarded bulk-to-boundary propagator (where we suppress a double integration over the boundary space):

$`S[\varphi _{}(x),\varphi _{}(y)]`$ $`=`$ $`\varphi _{}(x)\varphi _{}(y)\theta (x^0y^0)`$ (32)
$`u_0^{2\nu d}{\displaystyle \frac{\mathrm{\Gamma }(\mathrm{\Delta }_+)}{\mathrm{\Gamma }(\nu )}}\pi ^{d/2}2\nu \mathrm{sin}\pi \mathrm{\Delta }_+((xy)^2)_+^{\mathrm{\Delta }_+}.`$
Clearly, a symmetric functional derivative with respect to the two source-terms will not define an (asymmetric) time-ordered two-point function. The trick we need is familiar from the closed time-path formalism for quantum field theory (see e.g.  for a review). We can formally introduce two independent sources $`\varphi _{}^1(x)`$ and $`\varphi _{}^2(y)`$ which are time-ordered with respect to each other. The retarded two-point function is then defined by the functional derivative with respect to these two sources (see  for more detail) and becomes:

$`\theta (x^0y^0)O(x)O(y)`$ $`=`$ $`i\theta (x^0y^0)`$ (33)
$`u_0^{2\nu d}{\displaystyle \frac{\mathrm{\Gamma }(\mathrm{\Delta }_+)}{\mathrm{\Gamma }(\nu )}}\pi ^{d/2}2\nu \mathrm{sin}\pi \mathrm{\Delta }_+((xy)^2)_+^{\mathrm{\Delta }_+}.`$
Note that $`((xy)^2)_+`$ assures that the correlator is vanishing when $`(xy)^\mu `$ is spacelike. Clearly, this formal trick takes into account the physically evident fact that the operator $`O(x)`$ (associated to the source $`\varphi _{}(x)`$) has the same time-ordering with respect to $`O(y)`$ as the source term $`\varphi _{}(x)`$ has with respect to $`\varphi _{}(y)`$. The interpretation of the subleading behavior of the bulk wave function is then in terms of the expectation value of an operator in the presence of an operator inserted at an earlier time. We can repeat a similar story for the advanced propagator.

What we basically observe is that time-ordering in the bulk and on the boundary agree in Poincare coordinates, and that the bulk $`ϵ`$-prescription, via the radial boundary conditions, is directly reflected in the $`ϵ`$\- or time-ordering prescription in the boundary field theory.

## 7 Conclusions

By treating carefully the Feynman, retarded and advanced bulk propagator, we noticed they could be rewritten in terms of a Minkowksi propagator and a radial Green function. Making use of that key fact, we used the $`ϵ`$-prescription associated to the causal structure of the bulk propagator to regulate the radial part of the bulk wavefunctions appropriately, which automatically lead to the vanishing of the boundary term in the two-point functions associated to the horizon. In this way we derived the boundary conditions on the bulk wavefuntions that are suited for each choice of propagator, thus putting the prescription used in  on a firm footing. We derived the bulk-to-boundary propagators from the bulk propagators with some care, and interpreteted the two-point functions and the subleading behavior of the bulk solution to the wave equation thus making the general statements in  more specific. We thus clarified key issues.

From our analysis it is clear that we obtain a full set of two-point functions, as described in the literature on time-dependent quantum field theory. We already briefly indicated the relevance of the closed time-path formalism to the interpretation of the two-point functions in section 6. For higher-point functions, we naturally expect to be able to derive correlators associated to different time-orderings of the operators and at that point the extensive formalism  of closed time-path ordering333We thank Yoav Bergner and Luis Bettencourt for explaining parts of the formalism to us. will start playing an important role. (See also  for the relevance of the formalism at finite temperature.) We hope to return to this issue in the future.

Once we have a more complete dictionary for time-dependent AdS/CFT, we should be able to study enigmatic time-dependent processes in gravity (like the formation and evaporation of a black hole), or, perhaps more realistically for now, time-dependent processes in strongly coupled field theories at large N using gravity. To make the dictionary more complete, it would be useful to analyze what the interesting and manageable initial conditions are for the wave equation, and how they translate from bulk into boundary and vice versa. We took a step towards making that analysis well-founded.

### Note added

While we were writing up our work, the paper  appeared on the archive, which follows a different route to try to justify the prescription of .

## 8 Acknowledgements

Thanks to Yoav Bergner, Luis Bettencourt, Dan Freedman, Ami Hanany, Pavlos Kazakopoulos, Asad Naqvi, Dam T. Son and David Tong for discussions. Our research was supported in part by University of Tsukuba Research Projects and the U.S. Department of Energy under cooperative research agreement # DE-FC02-94ER40818.

## Appendix A Conventions

### A.1 Coordinates and metrics

Our conventions are as follows. The space in which we embed $`AdS_{d+1}`$ has metric:

$`ds^2`$ $`=`$ $`(dX^0)^2+(dX^1)^2+\mathrm{}+(dX^d)^2(dX^{d+1})^2.`$ (34)
The space $`AdS_{d+1}`$ is defined by:

$`(X^0)^2+(X^1)^2+\mathrm{}+(X^d)^2(X^{d+1})^2=l^2`$ (35)
and we put $`l=1`$. We will frequently use the nomenclature $`AdS_{d+1}`$ for the cover of this space. Our Poincare coordinates we define as follows444Note that $`r`$ is a logical radial coordinate, increasing as we go towards the boundary, while $`u=\frac{1}{r}`$. We have mostly plus signature in both the embedding and the Minkowski space.:

$`X^\mu `$ $`=`$ $`{\displaystyle \frac{x^\mu }{u}}\mu \{0,1,\mathrm{},d1\}`$
$`X^d`$ $`=`$ $`{\displaystyle \frac{1u^2}{2u}}{\displaystyle \frac{x^2}{2u}}`$
$`X^{d+1}`$ $`=`$ $`{\displaystyle \frac{1+u^2}{2u}}+{\displaystyle \frac{x^2}{2u}}`$
$`r`$ $`=`$ $`{\displaystyle \frac{1}{u}}`$
$`t`$ $`=`$ $`x^0`$ (36)
and the metric in these coordinates is:

$`ds^2`$ $`=`$ $`u^2(dx^\mu )^2+{\displaystyle \frac{du^2}{u^2}}`$
$`ds^2`$ $`=`$ $`r^2(dx^\mu )^2+{\displaystyle \frac{dr^2}{r^2}}.`$ (37)
The index $`j`$ will run over the spatial coordinates of the Minkowski space.

### A.2 Green functions in curved spaces

We discuss our conventions for Green functions in curved space which mostly coincide with those of .

$``$ The Green functions for a scalar field $`\varphi (x)`$ are defined by:

$`G^+(x,x^{})`$ $`=`$ $`0|\varphi (x)\varphi (x^{})|0`$
$`G^{}(x,x^{})`$ $`=`$ $`0|\varphi (x^{})\varphi (x)|0`$
$`iG(x,x^{})`$ $`=`$ $`0|[\varphi (x),\varphi (x^{})]|0`$
$`G^{(1)}(x,x^{})`$ $`=`$ $`0|\{\varphi (x),\varphi (x^{})\}|0`$ (38)
$`G_R(x,x^{})`$ $`=`$ $`\theta (tt^{})G(x,x^{}),G_A(x,x^{})=+\theta (t^{}t)G(x,x^{})`$
$`iG_F(x,x^{})`$ $`=`$ $`0|T\left(\varphi (x)\varphi (x^{})\right)|0={\displaystyle \frac{i}{2}}\left(G_R(x,x^{})+G_A(x,x^{})\right)+{\displaystyle \frac{1}{2}}G^{(1)}(x,x^{})`$
Alternatively, we have for the bulk propagators $`G_B`$:

$`G_R`$ $`=`$ $`i\theta (tt^{})(G^+G^{})`$
$`G_A`$ $`=`$ $`i\theta (t^{}t)(G^+G^{})`$
$`G_F`$ $`=`$ $`i\theta (tt^{})G^++i\theta (t^{}t)G^{}.`$ (39)
These bulk Green functions all have the same source term (including the sign).

$``$ The differential equation satisfied by $`\varphi (x)`$ is:

$`(\mathrm{}m^2)\varphi (x)`$ $`=`$ $`0,\mathrm{}={\displaystyle \frac{1}{\sqrt{g}}}_\mu \sqrt{g}g^{\mu \nu }_\nu .`$ (40)
We assume the static geometry with the metric

$`ds^2`$ $`=`$ $`g_{00}(x^i)dt^2+g_{ij}(x^i)dx^idx^j,(i,j=1,2,\mathrm{}).`$ (41)
$``$ The differential equations satisfied by the Green functions are:

$`(\mathrm{}_xm^2)G^\pm (x,x^{})=(\mathrm{}_xm^2)G(x,x^{})=(\mathrm{}_xm^2)G^{(1)}(x,x^{})=0`$
$`(\mathrm{}_xm^2)G_{R,A}(x,x^{})={\displaystyle \frac{1}{\sqrt{g}}}\delta (xx^{})`$ (42)
$`(\mathrm{}_xm^2)G_F(x,x^{})={\displaystyle \frac{+1}{\sqrt{g}}}\delta (xx^{})`$
where we made use of the equations:

$`\mathrm{}(AB)`$ $`=`$ $`(\mathrm{}A)B+2g^{\mu \nu }_\mu A_\nu B+A(\mathrm{}B)`$
$`\mathrm{}\theta (t)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{g}}}_0\sqrt{g}g^{00}\delta (t)=g^{00}\delta ^{}(t)`$ (43)
and the canonical commutation relations are:

$`[\varphi (x),\dot{\varphi }(x^{})]_{t=t^{}}`$ $`=`$ $`{\displaystyle \frac{i}{g^{00}\sqrt{g}}}\delta ^{(d1)}(\stackrel{}{x}\stackrel{}{x^{}}),(\stackrel{}{x}=(x^i)).`$ (44)
### A.3 Green functions in Minkowski space

Our conventions for Minkowksi space agree with the ones we specified for a general curved space. Then the Green functions $`G_B`$ for Minkowski space and expectation values $`G^\pm `$ are associated to the following contours:

$`G^+(x,x^{};\lambda )`$ $`=`$ $`{\displaystyle \frac{d^dp}{(2\pi )^{(d1)}}e^{ip.(xx^{})}\theta (E)\delta (p^2+\lambda )}`$ (45)
$`=`$ $`{\displaystyle \frac{d^{d1}p}{(2\pi )^{(d1)}}_{C^+}\frac{dE}{2\pi i}\frac{1}{p^2+s^2}e^{ip.(xx^{})}}`$
where $`C^+`$ is the contour that circles $`E_p=\sqrt{p_jp^j+s^2}>0`$ clockwise. The same expression is valid for $`G^{}`$ where $`C^{}`$ encircles $`E_p<0`$ counterclockwise.

For the bulk Green functions that we are interested in, and in our conventions, we obtain:

$`G^R(x,x^{};\lambda )`$ $`=`$ $`i{\displaystyle \frac{d^{d1}p}{(2\pi )^{(d1)}}_{C^R}\frac{dE}{2\pi i}\frac{1}{p^2+s^2}e^{ip.(xx^{})}}`$ (46)
where the retarded contour $`C^R`$ is just above the real axis, leaving the poles underneath (and directed toward $`+\mathrm{}`$), while for $`G^A`$ we find the same expression for the integral, but now with a contour just below the real $`E`$-axis (and oriented toward $`+\mathrm{}`$). For $`G_F`$ we also have the same expression, but now the contour $`C^F`$ dips at $`E_p<0`$ and rises at $`E_p>0`$. The associated $`ϵ`$-prescriptions are easily worked out.

### A.4 $`G^\pm `$ in coordinate space

We can compute the Minkowski Wightman functions if we regularize $`x^2`$ as $`x^2x^2\pm iϵsign(t)`$ to make the integral in the last step well-defined:

$`G^\pm (x)`$ $`=`$ $`{\displaystyle \frac{d^{d1}p_j}{(2\pi )^{d1}}\frac{1}{2E_p}e^{iE_pt}e^{ip_jx^j}}`$ (47)
$`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dpp^{d2}}{(2\pi )^{d1}}}{\displaystyle 𝑑\mathrm{\Omega }_{d2}\frac{1}{2E_p}e^{iE_pt}e^{ipx\mathrm{cos}\theta }}`$
$`=`$ $`{\displaystyle \frac{1}{(2\pi )^{d/2+1/1}}}\pi x^{d/2+3/2}{\displaystyle _0^{\mathrm{}}}𝑑pp^{d/21/2}e^{iE_pt}{\displaystyle \frac{1}{E_p}}J_{d/23/2}(px)`$
$`=`$ $`(2\pi )^{d/2}({\displaystyle \frac{s}{\sqrt{x^2}}})^{d/21}K_{d/21}(s\sqrt{x^2\pm iϵsign(t)}).`$
## Appendix B Poincare goes global

The purpose of this appendix is to compare the bulk propagators in Poincare coordinates that we derived in section 3, to the propagators in global coordinates.

### B.1 Feynman propagator

Let’s concentrate on the Feynman propagator. We will be able to compute it using the technique discussed in section 3, and we can then compare it to the Feynman propagator in global coordinates. To compute the Feynman propagator, we regularize with the $`ϵ`$ prescription $`\frac{1}{\lambda +p^2iϵ}`$ in momentum space. The Fourier transform  is then given by:

$`iG_F`$ $`=`$ $`(2\pi )^{\frac{d}{2}}(\sqrt{x^2+iϵ})^{\frac{d+2}{2}}(rr^{})^{\frac{d}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\lambda }{2}}\lambda ^{\frac{d2}{4}}J_\nu (\sqrt{\lambda }u)J_\nu (\sqrt{\lambda }u^{})K_{\frac{d2}{2}}(\sqrt{\lambda }\sqrt{x^2+iϵ})`$ (48)
$`=`$ $`(2\pi )^{\frac{d+1}{2}}e^{i\pi \frac{d1}{2}}((z+iϵ)^21)^{\frac{d1}{4}}Q_{\nu \frac{1}{2}}^{\frac{d1}{2}}(z+iϵ)`$
where $`z=\sigma +1=\frac{1}{2}(\frac{r}{r^{}}+\frac{r^{}}{r}+rr^{}x^2)`$ and we used that $`0<r<\mathrm{}`$. We moreover made use of the formula:

$`{\displaystyle _0^{\mathrm{}}}x^{\mu +1/2}J_\nu (\beta x)K_\mu (\alpha x)J_\nu (xy)(xy)^{1/2}𝑑x`$ $`=`$ $`(2\pi )^{1/2}\alpha ^\mu \beta ^{\mu 1}y^{\mu 1/2}e^{(\mu +1/2)\pi i}`$ (49)
$`(z^21)^{\mu /21/4}Q_{\nu 1/2}^{\mu +1/2}(z)`$
which holds for

$`y>0;Re(\alpha )>|Im(\beta )|;Re(\nu )>1;Re(\mu +\nu )>1;2\beta yz`$ $`=`$ $`\alpha ^2+\beta ^2+y^2.`$ (50)
These conditions are satisfied once the $`ϵ`$ regularisation prescription is taken into account. Now, using the connection between the Legendre function $`Q`$ and the hypergeometric function  (for $`|z|>1`$ and otherwise by analytic continuation):

$`Q_\rho ^\mu (z)`$ $`=`$ $`e^{i\mu \pi }2^{\rho 1}\sqrt{\pi }{\displaystyle \frac{\mathrm{\Gamma }(\rho +\mu +1)}{\mathrm{\Gamma }(\rho +3/2)}}z^{\rho \mu 1}(z^21)^{\mu /2}`$ (51)
$`F(1+\rho /2+\mu /2,1/2+\rho /2+\mu /2;\rho +3/2;z^2)`$
we are able to rewrite the Feynman (i.e. causal) Green function as:

$`iG_F`$ $`=`$ $`2^{\frac{d}{2}\nu 1}\pi ^{\frac{d}{2}}{\displaystyle \frac{\mathrm{\Gamma }(\nu +\frac{d}{2})}{\mathrm{\Gamma }(\nu +1)}}z^{\nu \frac{d}{2}}F(d/4+\nu /2+1/2,d/4+\nu /2;\nu +1;(z+iϵ)^2).`$
This matches with the Feynman Green function computed in  in global coordinates. We thus verified explicitly that the Feynman propagator agrees in Poincare and global coordinates. That is as expected since it is known that the vacuum based on the concept of positive frequency modes using Poincare time, agrees with the vacuum in global coordinates, up to some constant vacuum energy (see e.g. ). We therefore expect the Feynman propagator to agree in both coordinate systems, and they do.

### B.2 Retarded (advanced) propagator

We briefly discuss the retarded (and advanced) propagator in the Poincare patch. Since the Wightman functions $`G^\pm `$ will be given by the prescription $`x^2\pm iϵ\text{sign}x^0`$, as in Minkowski space (see appendix A for the latter), and taking into account the definition of $`G_R`$ in terms of $`G^\pm `$, we conclude that the retarded Green function in Poincare coordinates $`G_R`$ will be given by:

$`G_R`$ $`=`$ $`\theta (tt^{})[iG(z+iϵ)iG(ziϵ)]`$ (53)
as in global coordinates (since the Feyman functions agree), except for the leading $`\theta `$-function, which differs in Poincare and global coordinates. Here, $`G(z)`$ is given by $`G_F`$ in (LABEL:GFb6) without the $`iϵ`$ prescription. A similar expression can be obtained for $`G_A`$.