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 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 a Solution 2026-09-28
For a specified trajectory, the nonconserved order-parameter dynamics equation determines the noise realizationThe forward Onsager--Machlup path probability for Model A dynamics is therefore
Assume the order-parameter field is even under time-reversal symmetry and its free-energy functional is time-reversal invariant. The reversed path isIts time derivative changes sign, soFor additive Gaussian white noise, the trajectory-to-noise Jacobian is the same in the two directions. We assume it and all path-independent normalization factors are absorbed into equal constants . A time-reversal-odd order parameter would require the corresponding parity transformation as well.