Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-344/1/c/solution

With periodic or sufficiently decaying boundary conditions, integration by parts gives
Assume for a stable quadratic free energy; the diffusive smoothing discussed below requires . In a periodic box of volume , use the unitary convention . A real field has . Since the Fourier transform of a derivative converts to , each Fourier mode obeys
It is an Ornstein-Uhlenbeck process. Multiplication by the integrating factor gives
The noise integral is understood as an Itô integral with a deterministic kernel; writing is shorthand for the corresponding Wiener increment. Direct differentiation in the mild stochastic sense checks both the equation and the initial value. The stated Kronecker-delta noise covariance corresponds to this finite-volume normalization. Unlike a conserved order parameter, the zero wavenumber mode decays at the nonzero rate .

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