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Stationary spectrum of a linear fluctuating interface (⟨hq2​⟩=σ2/(2αq2))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Linear fluctuating interface
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For a nonzero Fourier mode satisfying dhq​=−αq2hq​dt+σdWq​ with α>0, the explicit Ornstein-Uhlenbeck solution and Itô isometry give the stationary second moment σ2/(2αq2). The prefactor depends on the normalization of the mode noise, while the inverse-square dependence follows from diffusive relaxation.

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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 344 / 1 / e / Solution

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