Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 71 / 4 / a

Set $v=\dot{x}$, $\zeta =6\pi \mu a$, and $\tau =m/\zeta$. To keep dimensions and the thermal amplitude explicit, write the force covariance as $⟨F(t)F(s)⟩=A\delta (t-s)$. The printed unit coefficient is a choice of noise normalization, not a general dimensional thermal force. Assume the initial velocity is independent of the future white noise. The Underdamped Langevin dynamics has integrating-factor solutionTaking its expectation and using the delta covariance in the double integral givesHere the noise contribution is $A{m}^{-2}{\int }_0^t{e}^{-2(t-s)/\tau }ds$. The equipartition theorem requires the long-time value $⟨m{v}^2/2⟩=k_{B}T/2$. Consequently the fluctuation-dissipation relation for a Langevin particle isWith an initially thermal velocity, $⟨v_0⟩=0$ and $⟨v_0^2⟩=k_{B}T/m$, so the velocity variance is stationary. If one insists on the printed coefficient $A=1$ in dimensional units, the model has temperature fixed by $k_{B}T=1/(2\zeta )$ in those units; it cannot describe arbitrary temperature while retaining that coefficient.