Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-71/4/a/solution
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 71 4 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Set , , and . To keep dimensions and the thermal amplitude explicit, write the force covariance as . The printed unit coefficient is a choice of noise normalization, not a general dimensional thermal force. Assume the initial velocity is independent of the future white noise. The Underdamped Langevin dynamics has integrating-factor solutionTaking its expectation and using the delta covariance in the double integral givesHere the noise contribution is . The equipartition theorem requires the long-time value . Consequently the fluctuation-dissipation relation for a Langevin particle isWith an initially thermal velocity, and , so the velocity variance is stationary. If one insists on the printed coefficient in dimensional units, the model has temperature fixed by in those units; it cannot describe arbitrary temperature while retaining that coefficient.
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