Problem set # 3 for 5.72 (spring 2012) Cao I. A Gaussian variable with 〈π₯〉 = 0 and 〈π₯ 2 〉 = π is described by the probability function π₯2 1 − 2π π(π₯) = π . οΏ½2ππ ∞ 1) Calculate πΌ (π§) = ∫−∞ π(π₯)π π§π₯ ππ₯. 2) Show that 〈π₯ 2π 〉 = (2π)! 2π π! ππ . II. A Brownian particle in the potential of a constant force πΉ follows ππ£Μ + ππ£ = πΉ + π, where π is white noise with 〈π〉 = 0 and 〈π(π‘)π(0)〉 = ππΏ(π‘). 1) Given the initial velocity π£0 , show that πΉ 〈π£(π‘)〉 = π£0 π −πΎπ‘ + (1 − π −πΎπ‘ ), π π where πΎ = . π 2) From the stationary condition 〈π£ 2 〉 − 〈π£〉2 = πΉ 2 3) Show that πΆ(π‘) = 〈π£(π‘)π£(0)〉 = οΏ½ οΏ½ + π ππ΅ π π ππ΅ π π , prove π = 2ππ΅ ππ . π −πΎπ‘ . 4) Calculate the mean square displacement 〈|π₯(π‘) − π₯(0)|2 〉. III. *Chandraskhar’s theorem (see McQuarrie). White noise π is a Gaussian variable with π‘ 〈π〉 = 0 and 〈π(π‘1 )π(π‘2 )〉 = ππΏ(π‘1 − π‘2 ). If π΄ = ∫0 π(π)π(π)ππ, the probability distribution of π΄ is π‘ π΄2 exp οΏ½− π(π΄) = οΏ½, 2πΌ(π‘) οΏ½2ππΌ(π‘) where πΌ(π‘) = π ∫0 π2 (π)ππ. 1 (1) 1) Prove the theorem, i.e., Eq. (1) 2) For a Brownian particle, given the initial velocity π£0 , find the probability distribution of π£ at time π‘, π(π£0 , π£, π‘). 3) Show that the probability distribution of the displacement at time π‘, subject to the initial condition π₯(0) = π₯0 and π£(0) = π£0 , is 2 π£0 −πΎπ‘ )οΏ½ (1 οΏ½π₯ − π₯ − − π 0 1 πΎ π(π₯0 , π£0 ; π₯, π‘) = exp οΏ½− οΏ½, 2πΌ(π‘) οΏ½2ππΌ(π‘) π· with πΌ(π‘) = (2πΎπ‘ − 3 − π −2πΎπ‘ + 4π −πΎπ‘ ). πΎ 1 IV. Zwanzig (J. Stat. Phys. 9, p 215, 1973) proposed the system-bath Hamiltonian π2 1 1 ππ π»= + π(π) + οΏ½ ππ π₯Μ π2 + ππ ππ2 οΏ½π₯π − ποΏ½ 2π 2 2 ππ ππ2 π where {ππ , ππ , π₯π } define a set of bath harmonic modes. 1) Show that the reduced equation of motion for π is π‘ ππΜ + οΏ½ π(π‘ − π)πΜ (π)ππ + ∇π (π ) = π(π‘). 0 2) Write the explicit form for π(π‘) as a function of π₯π (0) and π₯Μ π (0). 3) Use the equilibrium conditions for π₯π (0) and π₯Μ π (0) to prove ππ2 π(π‘) = π½〈π(π‘)π(0)〉 = οΏ½ cos(ππ π‘). ππ ππ2 π 2 2 MIT OpenCourseWare http://ocw.mit.edu 5.72 Statistical Mechanics Spring 2012 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.