Model A fluctuation-dissipation relation Created 2026-09-28 Updated 2026-10-05
For nonconserved order-parameter dynamics, microscopic reversibility with equilibrium weight proportional to requiresIndeed the Onsager--Machlup path probability gives . Equating this to the detailed balance value proves the relation. The functional chain rule is understood with the same midpoint convention as the path action.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 344 1 b Solution 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.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 344 2 b Solution Created 2026-10-03 Updated 2026-10-05
The difference between the two squared actions is . The common factor cancels, givingThe last equality uses the functional chain rule with the same midpoint convention as the Onsager–Machlup functional.
At equilibrium, microscopic reversibility requires , equivalently . Comparing the coefficients of an arbitrary free-energy change gives the model A fluctuation-dissipation relation
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 344 2 e Solution Created 2026-10-03 Updated 2026-10-05
Set the noise strengths to the model A fluctuation-dissipation relation and the fluctuation-dissipation relation for a conserved flux:The preceding logarithmic ratio becomesThe last two terms combine as . They integrate to zero under the periodic boundary conditions, by integration by parts. The remaining term is by the functional chain rule, henceAfter including the equilibrium initial weights, the forward and reversed histories have equal probability. Thus microscopic reversibility is satisfied by the two channels together, with each channel's own thermal noise strength.
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 344 3 g Solution 2026-09-28
For a specified field trajectory, the required normalized noise isand time reversal changes only to . Assuming equal additive-noise Jacobians, the difference of the two Onsager--Machlup actions givesThe functional chain rule identifies the first term as , soThe forcing performs generalized work , and is the heat dissipated into the bath. The formula is therefore the field-theory form of local detailed balance and quantifies nonequilibrium entropy production.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 344 3 b Solution Created 2026-09-28 Updated 2026-10-03
Subtracting the two quadratic actions givesThe functional chain rule identifies the last integral as , so
Microscopic time-reversal invariance implies detailed balance. The equilibrium probability density of a configuration with free energy obeysThereforeComparison for arbitrary endpoint free energies yields the Model A fluctuation-dissipation relation
Time-reversal invariance of a path Jacobian 2026-10-05
For additive Gaussian white noise and a time-even order parameter, a midpoint discretization of the Onsager–Machlup functional evaluates drift derivatives at the midpoint configurations. Reversing a trajectory visits the same midpoints in reverse order, so the noise-to-path Jacobian determinant is invariant under reversal. It may depend on the trajectory, and must be distinguished from the constant normalization of the noise measure.
For nonconserved order-parameter dynamics with , the factor at one time step, apart from a path-independent power of the step size, isHere the fields have first been restricted to a finite spatial grid, and is the Hessian matrix of the free energy.
For mixed conserved and nonconserved order-parameter dynamics, the required noises for a joint configuration and flux trajectory arewhere represent the divergence and gradient, and represents the Laplacian. The Jacobian matrix isTaking its Schur complement gives the joint factorFor periodic boundary conditions, discretizing the two spatial operators compatibly gives , so is the positive relaxation operator when . Reversal leaves unchanged and reverses the sign of the flux. The product of the joint factors is consequently the same for both histories, justifying its cancellation from the joint path probability of an order parameter and its flux. The functional chain rule used in the action ratio holds in the continuum limit of this midpoint convention.