Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 344 1 b Solution Created 2026-10-03 Updated 2026-10-05
For an autonomous Lagrangian, the Euler-Lagrange equation usesApply the chain rule to the Hamiltonian along an arbitrary smooth path, without assuming the unforced Euler-Lagrange equation:Consequently the energy balance for an autonomous Lagrangian isWith explicit time dependence, an additional enters . For ideal Gaussian white noise, the identity is understood through smooth-noise regularization or the Stratonovich chain rule. The original PDF correctly differentiates with respect to in ; the supplied TeX's derivative with respect to , its endpoint , and its ordinary derivative of are transcription errors.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 344 1 c Solution Created 2026-10-03 Updated 2026-10-05
At thermal equilibrium, microscopic reversibility equates the probabilities of a path and its reversed path when both include their Boltzmann distribution initial weights. Denote their endpoint states by , including velocity if needed. Since the Hamiltonian is even under time reversal in classical mechanics,This detailed balance condition and the energy balance for an autonomous Lagrangian yieldThis is the fluctuation-dissipation relation for a Langevin particle: the strength of Gaussian white noise is fixed by the damping and temperature, with the Boltzmann constant.
For an equilibrium coarse-grained variable, the unresolved microscopic states contribute entropy; their statistical weight is encoded in the Helmholtz free energy, rather than in a single microscopic energy. Relative to the same reference measure, , so microscopic reversibility becomesThis extension assumes an equilibrium coarse-grained description with reversible path statistics; externally driven dynamics need not obey this relation.