Adler phase equation Created 2026-10-06 Updated 2026-10-14
The relative-phase drift describes competing frequency mismatch and phase coupling. For , the equilibrium points are and , stable and unstable respectively. They merge in a saddle-node bifurcation at ; greater mismatch gives running phase dynamics. Adding Gaussian white noise gives overdamped Langevin dynamics in a tilted washboard potential.
Langevin dynamics Created 2026-10-05 Updated 2026-10-14
Langevin dynamics describes a dynamical variable driven by deterministic forces and random noise. Underdamped Langevin dynamics retains inertia, whereas overdamped Langevin dynamics neglects it. At thermal equilibrium, the fluctuation-dissipation relation for a Langevin particle relates Gaussian white noise strength to drag and temperature.
Overdamped particle dynamics Created 2026-10-06 Updated 2026-10-18
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 75 3 b Solution Created 2026-10-03 Updated 2026-10-14
For , let and . In a single well, sufficiently small fluctuations obey the linear overdamped Langevin dynamicsThis is an Ornstein-Uhlenbeck process. Its solution isThe mean decays, while the noise integral gives . For , the future-noise contribution is independent of , so . The intrawell phase autocorrelation is thereforeThe connected unnormalized time autocorrelation is just the exponentially decaying second term. The constant first term is necessary because the requested raw correlation is not centered at the equilibrium point. This is the harmonic-well approximation. If a full first-order expansion in is wanted, the quadratic term in the drift is . Local stationarity gives , so the raw correlation gains a constant at that order. The connected correlation is unchanged to first order; the boxed formula is the conventional linearized result rather than a complete nonlinear first-order raw-correlation expansion.
The required time window is long compared with but short compared with the escape time, with the lag also short compared with escape. Fluctuations of size must be small compared with the distance to a neighboring maximum, and the relevant barriers must greatly exceed . For a fixed nonzero noise strength, the unwrapped phase eventually makes phase slips; its raw correlation does not have this stationary infinite-time limit. Thus “large time” here refers to local relaxation within the occupied well, not to the limit after arbitrarily many barrier crossings.
For thermally activated phase slips, the forward saddle is at and the backward saddle at . Their barriers above the same minimum areIn the Kramers escape rate approximation, both saddles have curvature and the minimum has curvature , so the prefactors agree:This is the forward-backward bias of phase slips. It favors forward motion because each forward step lowers the tilted potential by . For , , which gives the same ratio; the exact barrier difference is independent of . These probabilities may be read as rates in a common short observation interval, or as normalized competing exit probabilities. The in the exponent is the noise scale as defined in the Langevin equation; no additional factor is inserted.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 344 1 a Solution Created 2026-10-03 Updated 2026-10-14
Write for the functional derivative of the action. Under time reversal in classical mechanics, changes sign whereas is even by assumption. Thus the forward and reversed Gaussian white noise histories associated with the same geometric path areThe Onsager--Machlup path probability therefore givesHere the path probabilities are densities conditional on their respective initial states; they are not separately normalized bridges conditioned on both endpoints. The noise-to-path Jacobian determinant must be treated with a consistent discretization: it cancels when it is invariant under time reversal in classical mechanics. This is the usual additive-noise Langevin dynamics convention, including a constant-mass Underdamped Langevin dynamics or the time-reversal invariance of a path Jacobian in midpoint overdamped Langevin dynamics. A completely arbitrary velocity-dependent Lagrangian would require specifying that measure rather than deducing its cancellation solely from the parity of .
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 344 1 e Solution 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.
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 356 2 a Solution Created 2026-09-28 Updated 2026-10-14
Equation (1) is Underdamped Langevin dynamics for a unit-mass particle in potential , coupled to a heat bath of temperature . The coefficient is viscous friction, and the noise amplitude is fixed by the Fluctuation-dissipation theorem. Its Fokker-Planck equation isFor , velocity relaxes rapidly, so formallyThus the overdamped Langevin dynamics isand its density obeys
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 344 3 e Solution Created 2026-09-28 Updated 2026-10-14
Thermal molecular motion causes the coarse droplet radius to fluctuate as well as drift down , so its effective equation must be an overdamped Langevin dynamics. With , detailed balance with equilibrium density proportional to imposes the Fluctuation-dissipation theorem. The Model A fluctuation-dissipation relation givesThe factor of mobility ensures that the diffusion in and the dissipative drift have the same equilibrium Gibbs distribution.