Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 344 2 d Solution Created 2026-10-03 Updated 2026-10-05
Put . The noises required by a joint trajectory are and . Their independent Gaussian white noise weights give the joint path probability of an order parameter and its flux:For the physically reversed path, is time-even and the transport flux is time-odd. Therefore , , andThe common factor includes the two noise normalizations and the midpoint Jacobian determinant. Its calculation must include both relaxation channels. On a finite spatial grid, let and represent the divergence and gradient, with the discrete Laplacian, and let be the Hessian matrix of at the midpoint of time step . Differentiating the two required noises with respect to the next configuration and the interval flux gives the Jacobian matrixUsing the Schur complement, its Jacobian determinant, apart from the path-independent power of , isReversal visits the same midpoint configurations in reverse order, so the product of these factors is unchanged. The joint time-reversal invariance of a path Jacobian therefore involves the complete relaxation operator .
Taking the action difference givesRepeated component indices are summed. The second squared norm sums over both flux indices. This is mixed conserved and nonconserved order-parameter dynamics; reversing the order parameter history while leaving the flux unreversed would give the wrong probability ratio.
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.