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SERIES ARTICLE

Snippets of Physics

19. Random Walk Through Random Walks - I

T Padmanabhan works at IUCAA, Pune and is interested in all areas of theoretical physics, especially
T Padmanabhan works at
IUCAA, Pune and is
interested in all areas
of theoretical physics,
especially those which
have something to do with
gravity.

T Padmanabhan

F

ew

p

ro

cesses

in

n

atu

re

a re

a s

u

b

iq

u

ito u

s

a s th e

ra n

d

o m

w

a lk

w

h

ich

co m b in es ex tra o rd in a ry sim -

p

licity

o f

co n

ce p

t w

ith

co n

sid

era b

le

co m p le x ity

in

th

e

¯

n

a l

o u

tp

u

t.

In

th

is

an

d

th

e

n

ex

t

in sta ll-

m

en

t,

w

e

sh

a ll

ex am

in

e

se v era l

fe a tu

res

 

o f

th

is

rem

ark a b

le

p

h

en

o m

en

o n

.

In 1785, th e D utch physicist Jan In gen hau ez, discoverer of ph otosynth esis, pu t alcoh ol to good use by sp rin klin g pow dered ch arcoal on it an d ob servin g it un der a m i- croscop e. T he ran dom m otion of th e ch arcoal particles

w as prob ab ly th e ¯rst ob servation of w hat w e now call

B

row

nian

m

otion .

T

he

nam

e

com

es

from

R

ob ert

B

row

n

w ho pu blish ed an exten sive investigation of sim ilar ph e-

nom en a in 1828. E ventu ally, th is w as herald ed as an evid en ce for th e m olecu lar natu re of m atter an d w as in - stru m ental in th e 1926 N ob el P rize in physics to Jean

Keywords

Brownian motion, random walk, statistical mechanics.

638

P

errin

for

determ

in in g

th e

A

vogad ro

nu m

ber.

It ap p ears th at th e term `ran dom w alk' w as ¯rst coin ed by C arlP earson in 1905,th e sam e year in w hich E in stein pu blish ed his pap er on B row nian m otion . P earson w as interested in provid in g a sim ple m od el for th e sp read of m osqu ito in festation in a forest { w hich goes to sh ow , right at th e ou tset, th e gen erality of th e process! P ear- son 's letter to N atu re w as an sw ered by L ord R ayleigh w ho had solved th is prob lem earlier in th e case of sou nd w aves in heterogen eou s m aterials. In dep en dently, L ou is B ach elor w as develop in g th e th eory of ran dom w alks in his rem arkab le doctoral th esis L a theorie de la specu - lation pu blish ed in 1900. H ere, ran dom w alk w as su g- gested as a m od el for ¯n an cial tim e series w hich has, until recently, help ed physicists to get W all Street job s

SERIES  ARTICLE Snippets of Physics 19. Random Walk Through Random Walks - I T Padmanabhan

RESONANCE July 2009

SERIES  ARTICLE w ith th e disastrou s con sequ en ces w e all

SERIES ARTICLE

w

ith

th e

disastrou s

con sequ en ces

w

e

all now

kn ow

on ly

too

w

ell!

T

his

brief glim

pse

at

history

alread y

sh ow

s

th e

occu rren ce

of

ran dom

w

alk

in

w

id ely

di® erent

contexts

[1,

2].

L et

us

begin

by

review

in g

th e

sim

plest

of

all

ran dom

w

alks

in

w

hich

a

particle

m

oves

from

th e

origin ,

tak-

in g

step s

of

len gth

`,

w

ith

each

step

bein g

in

a

ran dom

direction un correlated w ith th e previou s on e. T he dis-

placem

ent

of

th e

particle

after

N

step s

is

given

by

 
 

N

 

x

=

X

x

n

;

(1)

 

n

=

1

w

here

jx n j=

`;

hx n i

=

0;

hx n ¢x m i = ` 2 ± n m : (2)

T

he

¯rst

equ ation

in

(2)

tells

you

th at

each

step

has

a

It appears that the term ‘random walk’ was first coined by Carl Pearson in 1905, the same year in which Einstein published his paper on Brownian motion. Pearson was interested in providing a simple model for the spread of mosquito infestation in a forest.

con stant m agn itu de. T he secon d an d th ird equ ation s

(th e sym b ol h:::i den otes averagin g over a prob ab ility

distrib ution qu antify th e un correlated natu re of th e di-

rection s of th e step s. From th ese, w e

can im m ed iately

ob tain th e tw o key resu lts of su ch a ran dom w alk. F irst,

hx

i

=

0.

Fu rth er, w

e

have

¾ 2

´

hx 2 i

=

N

X

n

=

1

x

n ! 2 + =

1

X

hx n

n

;m

=

1

¢x m

i

=

N

` 2

:

(3)

T his sh ow s th e key ch aracteristic of th e ran dom w alk

viz., th at th e root-m ean -squ are disp lacem ent ¾ grow s

as

p

N

.

W

e

can

th in k

of

`

as

¢

x

den otin g

th e

m

agn itu de

of

th e

disp lacem

ent

betw

een

any

tw

o

con secu tive

step s.

If

th e

tim

e

interval

b etw

een

th e

step s

is

¢

t,

th en

¾

/

p

N

su ggests

th at

x ) 2 =¢

t

rem

ain s

a

con stant

in

th e

continu um

lim

it.

C

learly,

a

ran dom

w

alk

corresp on ds

RESONANCE July 2009

SERIES  ARTICLE w ith th e disastrou s con sequ en ces w e all

The key characteristic of the

random walk is that the root-mean- square displacement

grows as

(n) 1/2 .

639

A random walk corresponds to a curve without definite slope in the continuum limit and, in fact, the continuum limit needs to be taken with some care. This is one of the many reasons why random walks are fascinating.

640

SERIES ARTICLE

A random walk corresponds to a curve without definite slope in the continuum limit and, in

to

a

cu rve

w

ith ou t

de¯ nite

slop e

in

th e

continu um

lim

it

an d, in

fact, th e

continu um

lim

it

need s

to

be

taken

w

ith

som

e

care.

T

his

 

is

on e

of th e

m

any

reason s

w

hy

ran dom

w

alks

are

fascin atin g.

 

T

o

see

how

su ch

a

continu um

lim

it

em

erges

in

th is

con -

text, it is b etter to gen eralize th e con cep t of ran dom

w alk slightly by assu m in g th at th e

prob ab ility for th e

particle

to

take

a

step

given

by

th e

vector

¢

y

is

given

by

som

e

fu nction

p

y

)

w

ith

th e

prop erties

 

h¢

y

i i

´

Z

d D

¢

y

[¢

y i p

y

)]

=

0;

h¢

y i ¢

y j i

´

Z

d D

¢

y

y i ¢

y j

p

y

)]

=

h

y) 2 i ± ij

D

 

;

 

(4)

w

here

i;j;:::

=

1;2;:::D

den ote

th e

com

pon ents

of

th e

vector.

L

et

P

N

(x )

b e

th e

prob ab ility

th at

th e

net

dis-

placem

ent

is

x

after

N

step s.

T

hen ,

sin ce

th e

step s

are

un correlated , w

e

have

th e

elem

entary

relation :

 

P

N

(x )

=

T

o

ob tain

th e

Z

d D

¢

y

P

continu um

N

¡1 (x

lim

it,

¡

¢

y

)p

y

)

w

e

w

ill

assu m

e

:

th at

(5)

a

T

aylor

series

exp an sion

of

P

N

¡1 (x

¡

¢

y

)

is

p ossib le

so

th at

w

e

can

w

rite

(assu m

in g

su m

m

ation

over

rep eated

in dices):

 

»

=

Z

d D

y

p

y

) ½ P

   

¢

y i @ i P

 

P

N

(x

)

¢

N

¡1 (x

1

)

¡

N

¡1 (x

)

¡1 (x ) ¾

 

+

2

¢

y i ¢

y j @ i @ j P

N

 

P

¡1 (x )

+

h

y) 2 i

r 2 P N ¡1 (x )

;

   

(6)

=

N

2D

w

here

w

e

have

used

(4).

In

th e

continu um

lim

it,

w

e

w ill den ote

th e

total

tim

e

w

hich

has

elap sed

sin ce

th e

begin nin g

of

th e

ran dom

w

alk

by

t

=

N

¢

t

an d

de¯ ne

a

A random walk corresponds to a curve without definite slope in the continuum limit and, in

RESONANCE July 2009

SERIES  ARTICLE continu um prob ab ility den sity by ½ ( x ;t )

SERIES ARTICLE

continu um prob ab ility den sity by ½(x ;t) = ½(x ;N ¢ t) ´

P N (x ). Sin ce

P

N

¡1 (x

)]=¢

t

w

e

can

take

(@ ½=@ t)

as

th e

lim

w

hen

¢

t

!

0,

w

e

get

from

(6)

 

@ ½

@ t

=

K

r

2 ½

;

it

[P

N

(x )¡

th e

resu lt

 

(7)

w here w e have de¯ ned a (`d i® usion ') coe± cient K ´

h

y) 2 i=2D

¢

t.

T

he

continu um

lim

it

exists

if

w

e

can

treat

K

as

a

con stant

w

hen

¢

t

!

0.

C

learly,

th is

is

equ ivalent to

y) 2 =¢

t

b ein g

¯n ite

in

th e

continu um

lim

it

as

w

e

in dicated

earlier.

T

his

is

qu ite

di® erent

from

th e

usu al

continu um

lim

its

 

w

e

are

accu stom

ed

to

in

physics

in

w

hich

th e

ratio

of

th e

di® erentials

of

the

sam e order are rep laced by a derivative. T his sh ou ld

w

arn

you

th at

som

eth in g

nontrivial is

goin g

on .

T he ¯n alequ ation w e have ob tain ed ,ofcou rse,is th e dif-

fu sion equ ation w hich can also b e w ritten as (@ ½=@ t) =

¡ r ¢ J , w here th e cu rrent J = ¡ K r ½ arises du e to

a grad ient in th e particle den sity. (In th is form w e can

even con sid er a situ ation w ith sp atially varyin g di® usion

coe± cient K .) T his in dicates th at di® usive processes in

physics can be m od elled at th e m icroscop ic level by a

ran dom w alk of th e discrete con stitu ent elem ent. T he

di® usion equ ation is also un iqu e in th e sen se th at it is

not invariant un der tim e reversal; di® usion gives you a

direction of tim e w hich is an oth er rem arkab le fact th at

arises in th e continu um lim it.

B ein g a lin ear equ ation , th e di® usion equ ation (7) can

be

solved

by

Fou rier

tran sform

in g

both

sid es.

 

D

en ot-

in g

th e

Fou rier

tran sform

of

½(x ;t)

by

½(k ;t)

it

is

easy

to

sh ow

th at

½(k

;t)

=

exp (¡

K

k 2 t).

T

akin g

a

Fou rier

The diffusion

tran sform , w e get th e fu nd am ental solu tion to th e di® u-

equation is

sion equ ation (w hich is essentially th e G reen 's fu nction )

unique in the

to

be

¡x 2 =4 K t e : (4¼ K t) D =2
¡x 2 =4 K
t
e
:
(4¼ K
t) D
=2
 

sense that it is not invariant under

 

½(x ;t)

=

 

(8)

time reversal.

RESONANCE July 2009

   

641

The effect of a large number of collisions is to make the star perform a random walk in the velocity space.

SERIES ARTICLE

The effect of a large number of collisions is to make the star perform a random

T

his

sh ow

s

how

particles

located

close

to

th e

origin

at

t

=

0

sp read

in

th e

cou rse

of

tim

e.

T

he

m

ean

squ are

sp read

is

clearly

prop ortion al to

K

t

w

hich

is th e resid ue

of

th e

discrete

resu lt

¾

2

/

N

.

T he di® usion of a particle need not alw ays take place

in th e real 3-d im en sion al sp ace. A n interestin g ph e-

nom en on w hich occu rs in plasm as as w ell as gravitat-

in g system s { in w hich lon g-ran ge, inverse squ are forces

act betw een particles { involves di® usion in th e veloc-

ity space. A sim ple version of th is can be describ ed as

follow s. C on sid er a nearly hom ogen eou s distrib ution of

gravitation ally interactin g particles (e.g.,stars in a glob -

ular clu ster). W hen tw o stars scatter o® each oth er w ith

an im pact param eter b, each on e un dergoes a typ ical ac-

celeration G m =b 2 actin g for a tim e b=v . A s a resu lt of

on e su ch scatterin g, a typ ical star w ill acqu ire a `kick' in

th e velocity sp ace ofm agn itu de ±v ? ¼ G m =bv,±v ? ¿ v.

T he e® ect of a large nu m ber of su ch collision s is to m ake

th e star perform a ran dom w alk in th e velocity sp ace.

T he net m ean -squ are velocity in du ced by collision s w ith

im pact param eters in th e ran ge (b;b + db) in a tim e in -

terval ¢ t w ill be th e prod uct of th e m ean nu m ber of

scatterin gs in tim e ¢ t an d (±v ? ) 2 . T he form er is given

by th e nu m ber ofscatterers in th e volu m e (2¼ b db)(v¢ t).

H en ce

 

h(±v ? ) 2 i

   

µ G

m

bv

2

 

=

(2¼ bd b) (v¢

t)

n

 

(9)

 

;

w

here

n

is

th e

nu m

ber

den sity

of

scatterers.

T

he

total

m

ean -squ are

tran sverse

velocity

du e

to

all stars

is

fou nd

by

integratin g

over

b

w

ith in

som

e

ran ge

(b 1 ;b 2 ):

 

h(±v ? ) 2 i to ta l

'

¢

b 2

t Z

b

1

(2¼

bd b) (vn

)

µ G

2 m

b 2 v 2

2

 

=

2¼

n G

2 m

2

¢

tln

µ b 2

:

(10)

W

e

again

see

th e

v

sign atu re

of

b 1

ran dom

w

alk

in

2

h±v ? i

/

¢

t.

T

he

logarith m

ic

factor

sh ow

s

th at

w

e

can not

take

642

The effect of a large number of collisions is to make the star perform a random

RESONANCE July 2009

SERIES  ARTICLE b = 0 ;b = 1 an d on e need s to

SERIES ARTICLE

b 1

=

0;b 2

=

1

an d

on e

need s

to

use

som

e

physical

cri-

teria

to

¯x

b 1

an d

b 2 .

It

is

reason ab le

to

take

b 2

'

R

,

th e

size

of

th e

system

;

as

regard s

b 1 ,

notice

th at

th e

velocity

ch an ge

per

collision

can

becom

e

com

parab le

to

v

itself

w

hen

b

'

b c '

(G

m

 

=v 2 )

an d

ou r

di® usion

ap proxim

ation

breaks

dow

n.

It

is,

th erefore,

reason -

ab le

to

take

b 1

'

b c '

(G

m

=v 2 ).

 

T

hen

(b 2 =b 1 )

'

(R

v 2 =G

m

)

=

N

(R

v 2 =G

M

)

'

N

for

a

system

in

virial

equ ilib riu m

.

From

(10)

w

e

see

th at

th is

e® ect

is

im

por-

tant

over

tim

e-scales

t)

w

hich

is

lon g

en ou gh

to

m

ake

h(±v 1 ) 2 i tota l '

v 2 .

U

sin g

th is

con dition

 

an d

solvin g

for

t)

w

e

get:

 
 

v

3

 

(¢

   

(11)

t) gc

'

2¼

G

2 m

2

n

ln

N

:

T

his

is

th e

tim

e

scale

for

gravitation al relaxation

in

su ch

system

s

(or

electrom

agn etic

relaxation

in

plasm

as)

an d

th e

ln

N

factor

arises

du e

to

di® usion

in

velocity

sp ace.

T he entire process can b e describ ed by a di® usion equ a-

tion in velocity sp ace { or so it w ou ld seem at ¯rst sight.

A m om ent of th ou ght, how ever, sh ow s th at if w e de-

scrib e th e process by a di® usion equ ation in velocity

sp ace, it w ill m ake th e root-m ean -squ are velocities of

every particle in th e system to in crease as p t as tim e

goes on ; th is violates som e sacred notion s in physics

[3]. T his is on e key di® eren ce betw een di® usin g in real

sp ace com pared to velocity sp ace an d th ere m ust exist

a process w hich prevents th is.

T

his

process

is

called

`d yn am

ical

friction '.

T

o

un der-

stan d

it,

con sid er

a

particle

(`star')

w

hich

m

oves

w

ith

a

velocity

V

th at

is

sign i¯ cantly

larger

th an

 

th e

root-

m

ean -squ are

sp eed

of

th e

clou d

of

stars

arou nd

it.

In

th e rest fram e ofth e fast star,on th e average,oth er stars

w

ill

b e

stream

in g

past

it

an d

w

ill

b e

de° ected

tow

ard s

it.

T

his

w

ill

prod uce

a

slight

den sity

en han cem

ent

of

stars

beh in d

th e

fast

star.

T

his

den sity

en han cem

ent

prod uces

th e

necessary

force

to

red uce

th e

sp eed

V

of

RESONANCE July 2009

SERIES  ARTICLE b = 0 ;b = 1 an d on e need s to

There is one key difference between diffusing in real space compared to velocity space and there must exist a process which prevents this.

643

If we take both the processes into account, the evolution in the velocity space is described by an equation which is a variant of what is called the Fokker– Planck equation.

SERIES ARTICLE

If we take both the processes into account, the evolution in the velocity space is described

th e

star.

T

his

dyn am

ical

friction

en su res

th at

no

ru n-

aw

ay

disaster

occu rs

in

velocity

sp ace.

If w e take both th e processes into accou nt, th e evolu tion

in

th e

velocity

sp ace

is

describ ed

by

an

equ ation

w

hich

is

a variant of w hat is called th e Fokker{P lan ck equ ation .

A

sim

pli¯ ed

version

of

th is

is

given

by

 

@ f

(v;t)

@

½ ¾ 2

@ f

+ (® v)f ¾ : (12)

@ t

=

@ v

2

@ v

T he ¯rst term on th e right-h an d sid e has th e stan dard

form of a di® usion cu rrent prop ortion al to th e grad i-

ent in th e velocity sp ace. A s tim e goes on , th is term

w ill cau se th e m ean -squ are velocities of particles to in -

crease in prop ortion to t in du cin g th e `ran dom w alk' in

th e

velocity

sp ace.

U

nd er

th e

e® ect

of

th is

term

,

all

th e

particles

in

th e

system

w

ill

have

th eir

< v 2 > in -

creasin g w ith ou t b ou nd . T his un physical situ ation is

avoid ed by th e presen ce of th e secon d term (® vf ) w hich

describ es th e dyn am ical friction . T he com bin ed e® ect

of th e tw o term s is to

drive

f

to a M axw ellian distrib u-

tion w ith an e® ective tem peratu re (k B T ) = (¾ 2 ) an d

(@ f =@ t) =

0.

In

su ch

a

M

axw

ellian

distrib ution th e gain

m

ad e

in

v 2 )

du e

to

di® usion

is

exactly balan ced by

th e losses du e to dyn am ical friction . W hen tw o parti-

cles scatter, on e gain s th e en ergy lost by th e oth er; on

th e average, w e m ay say th at th e on e w hich has lost th e

en ergy has un dergon e dyn am ical friction w hile th e on e

w hich gain ed en ergy has ach ieved di® usion to high er v 2 .

T he cu m ulative e® ect of su ch ph en om en a is describ ed

by th e tw o term s in (12).

T he ab ove points can b e easily illu strated by exp licitly

solvin g (12). Su pp ose w e take an in itial distrib ution

f (v ;0) = ±(v ¡ v 0 ) peaked at a velocity v 0 . T he solu tion

of (12) w ith th is in itial con dition is easy to ¯n d:

644

If we take both the processes into account, the evolution in the velocity space is described

RESONANCE July 2009

SERIES  ARTICLE f ;t ) · 2 ¡ 2 ® t ¸ 1 = 2

SERIES ARTICLE

f (v ;t)

=

·

¼ ¾ 2 (1 ¡ e ¡2 ® t ) ¸ 1= 2 exp · ¡ ¾ 2 (1 ¡ e ¡2 ® t )

®

®

(v

¡

v 0 e ¡®

t ) 2

¸

 
 

(13)

w hich is a G au ssian w ith th e m ean < v > = v 0 e ¡® t an d

disp ersion <

v 2

>

¡

<

v

>

2 =

(¾ 2

)(1 ¡

e ¡2 ®

t ).

A t late

tim es (t ! 1 ), th e m ean velocity < v > goes to zero

w hile

th e

velocity

disp ersion

becom

es

(¾

2

).

T

hu s

th e

equ ilib riu m

 

con ¯gu ration

 

is

a

M

axw

ellian

distrib ution

of

velocities

w

ith

th is

particu lar

disp ersion ,

for

w hich

@ f

=@ t

=

0.

T

o

see

th e

e® ect

of

th e

tw

o

term

s

in divid u-

ally

on

th e

in itiald istrib ution

f (v ;0)

=

±(v ¡

v 0 ),

w

e

can

set ® or ¾ to zero. W hen ® = 0, w e get pu re di® usion :

   

µ

 

¾ 2 t 1=2 exp ½ ¡

1

(v

¡

v 0 ) 2

¾ :

 
 

f ® =

0 (v;t)

=

2¼

 

2¾

2 t

(14)

The equilibrium

configuration is a Maxwellian distribution of velocities with this particular dispersion,

for which

f/ t = 0.

N oth in g hap pen s to th e stead y velocity v 0 ;b ut th e veloc-

ity disp ersion in creases in prop ortion to t rep resentin g a

ran dom w alk in th e velocity sp ace. O n th e oth er han d,

if

w

e

set

¾

=

0, th en

w

e

get

 

f ¾ =

0 (v;t)

=

±(v

¡

v 0 e ¡® t ):

 

(15)

N

ow

th ere

is

no

sp read in g

in

velocity

sp ace

 

(n o

di® u-

sion ); in stead

th e

friction

stead ily

decreases

<

v

>

.

G

oin g

back

to

th e

discrete

case,

w

e

can

m

ake

an oth er

usefu l

gen eralization

 

of

(5)

by

assu m

in g

th at

p

y

)

it-

self

dep en ds

on

N

so

th at

th e

fu nd am

ental

equ ation

becom

es

P

N

(x )

=

Z

d D

y

P

N

¡1 (x

¡

¢

y

)p N

y

)

:

(16)

T

his

equ ation , w

hich

is

a

convolu tion

integral, is

trivial

to

solve

in

Fou rier

sp ace

in

w

hich

th e

convolu tion

 

in -

tegral

b ecom

es

a

prod uct.

If

w

e

den ote

by

P

 

N

(k )

an d

p N

(k

)

th e

Fou rier

tran sform

s

of P

N

(x )

an d

p N

y

)

th en

RESONANCE July 2009

SERIES  ARTICLE f ;t ) · 2 ¡ 2 ® t ¸ 1 = 2

645

Once again, it is possible to make some general comments if the individual probability distributions p n (y) satisfy some reasonable conditions.

SERIES ARTICLE

Once again, it is possible to make some general comments if the individual probability distributions p

th is

equ ation

b ecom

es

P N

(k

)

by

assu m

in g

th e

particle

w

as

 

ately

get

 

N

 

P N

(k

)

=

Y

 

n

=

1

D

oin g

an

inverse

Fou rier

 

to

ou r

prob lem

to

be

 

=

Z

d D

k

 

P N

(x

)

(2¼ ) D

e

=

P N

 

at

th e

 

origin

p n (k )

:

 

w

e

¯n d

N

ik

¢x

Y

p n (k )

n

=

1

¡1 (k )p N

(k

).

Iterat-

w

e

im

m

ed i-

 

(17)

th e

solu tion

:

(18)

in g th is N tim es an d norm alizin g th e in itial prob ab ility

tran sform

O nce again , it is possib le to m ake som e gen eral com -

m

ents if th e in divid ual prob ab ility distrib ution s p n y )

satisfy som e reason ab le con dition s. Su pp ose, for sim -

plicity, th at

p n y ) is peaked at th e origin an d dies

dow n sm ooth ly an d m on oton ically for large j¢ y j. T hen ,

its Fou rier tran sform w ill also b e peaked arou nd th e ori-

gin in k-sp ace an d w ill die dow n for large valu es of jk j.

Fu rth er, becau se th e prob ab ility is norm alized , w e have

th e con dition p n (k = 0) = 1. W hen w e take a prod uct of

N su ch fu nction s, th e resu ltin g fu nction w ill again have

th e

valu e un ity at th e origin . B ut as w e go aw ay from

th e origin ,w e are takin g th e prod uct of N nu m b ers each

of w hich is less th an un ity. So clearly w hen N ! 1 ,

th e prod uct of p n (k ) w ill have sign i¯ cant su pp ort on ly

close to th e origin .

T

he

nontrivial

assu m

ption

w

e

w

ill

now

m

ake

is

th at

p n (k ) has a sm ooth cu rvatu re at th e origin of th e Fou rier

sp ace an d is not `cu spy'. T hen ,n ear th e origin in Fou rier

sp ace, w

e

can

ap proxim

ate

646

p n (k

)

'

1

¡

  • 1 n k 2 ' e ¡(1 =2)®
    2

® 2

2

n

k 2

(19)

  • RESONANCE July 2009

SERIES  ARTICLE w ith som e con stant ® . H en ce th e

SERIES ARTICLE

w

ith

som

e

con stant

®

n

.

H

en ce

th e

prod uct

becom

es

 

N

Y

p n (k )

=

exp

1

¡

2

k 2

N

X

®

2

n

´

exp

¡

An observant reader would have noticed

N

  • 2 that we have

;

¾ 2 k 2

(20)

n

=

1

n

=

1

essentially proved a

w

here