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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-344/1/b/solution
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 344 1 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
Here is a kinetic coefficient, and the additive Gaussian white noise must be centered. A rigorous starting point is a finite spatial discretization or finite set of modes of the coarse-grained field. For each field coordinate, the Fokker-Planck probability current has the continuum notationThe equilibrium Boltzmann distribution has . Detailed balance for this time-even field requires zero configuration-space current. ThereforeThis is the Model A fluctuation-dissipation relation. Conversely, that noise strength makes the equilibrium current vanish and gives reversible relaxational dynamics when the equilibrium measure is normalizable.
Alternatively, the Onsager--Machlup path probability for Model A dynamics compares the squared required noise histories and . Their difference gives , using the functional chain rule. The midpoint convention and time-reversal invariance of a path Jacobian justify cancellation of the common Jacobian. Comparing with the conditional path ratio gives the same result. The spatial white-noise continuum is a coarse-grained idealization: retain a microscopic cutoff when pointwise fluctuations or ultraviolet divergences matter.
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