Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-75/3/b/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 75 3 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
For , let and . In a single well, sufficiently small fluctuations obey the linear Overdamped Langevin dynamicsThis is an Ornstein-Uhlenbeck process. Its solution isThe mean decays, while the noise integral gives . For , the future-noise contribution is independent of , so . The intrawell phase autocorrelation is thereforeThe connected unnormalized time autocorrelation is just the exponentially decaying second term. The constant first term is necessary because the requested raw correlation is not centered at the equilibrium point. This is the harmonic-well approximation. If a full first-order expansion in is wanted, the quadratic term in the drift is . Local stationarity gives , so the raw correlation gains a constant at that order. The connected correlation is unchanged to first order; the boxed formula is the conventional linearized result rather than a complete nonlinear first-order raw-correlation expansion.
The required time window is long compared with but short compared with the escape time, with the lag also short compared with escape. Fluctuations of size must be small compared with the distance to a neighboring maximum, and the relevant barriers must greatly exceed . For a fixed nonzero noise strength, the unwrapped phase eventually makes phase slips; its raw correlation does not have this stationary infinite-time limit. Thus “large time” here refers to local relaxation within the occupied well, not to the limit after arbitrarily many barrier crossings.
For thermally activated phase slips, the forward saddle is at and the backward saddle at . Their barriers above the same minimum areIn the Kramers escape rate approximation, both saddles have curvature and the minimum has curvature , so the prefactors agree:This is the forward-backward bias of phase slips. It favors forward motion because each forward step lowers the tilted potential by . For , , which gives the same ratio; the exact barrier difference is independent of . These probabilities may be read as rates in a common short observation interval, or as normalized competing exit probabilities. The in the exponent is the noise scale as defined in the Langevin equation; no additional factor is inserted.
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