Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 344 / 1 / c / Solution

With periodic or sufficiently decaying boundary conditions, integration by parts givesAssume $\kappa \ge 0$ for a stable quadratic free energy; the diffusive smoothing discussed below requires $\kappa >0$. In a periodic box of volume $V$, use the unitary convention ${\varphi }_{\mathbf{q}}=V^{-1/2}{\int }_V\varphi (\mathbf{r})e^{-i\mathbf{q}\cdot \mathbf{r}}d\mathbf{r}$. A real field has ${\varphi }_{-\mathbf{q}}={\varphi }_{\mathbf{q}}^{\ast }$. Since the Fourier transform of a derivative converts ${\nabla }^2$ to $-q^2$, each Fourier mode obeysIt is an Ornstein-Uhlenbeck process. Multiplication by the integrating factor $e^{r(q)t}$ givesThe noise integral is understood as an Itô integral with a deterministic kernel; writing $\eta ds$ is shorthand for the corresponding Wiener increment. Direct differentiation in the mild stochastic sense checks both the equation and the initial value. The stated Kronecker-delta noise covariance corresponds to this finite-volume normalization. Unlike a conserved order parameter, the zero wavenumber mode decays at the nonzero rate $\Gamma a$.