Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-344/1/e/solution
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 344 1 e Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
For and , each Fourier mode is an Ornstein-Uhlenbeck process with decay rate . Its explicit Ornstein-Uhlenbeck solution isso the Itô isometry givesTo identify the overdamped Langevin dynamics, choose a friction , a harmonic oscillator potential , and force noise . The fluctuation-dissipation relation for a Langevin particle then defines . Its Boltzmann distribution isThis is the stationary spectrum of a linear fluctuating interface, also following from the equipartition theorem. The numerical prefactor uses exactly the mode-noise normalization given in the paper. The nonzero modes can therefore have a stationary Gaussian distribution even though the unpinned zero mode cannot.
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