8.

08 Statistical Physics II

Stochastic Processes
(Dated: May 9, 2011)

1. An LC circuit is used as a thermometer by measuring the noise voltage across an inductor and capacitor in
parallel. Find the relation between the rms noise voltage and the absolute temperature T .
Solution:

L dQ 2 1 2
H= ( ) + q
2 dt 2C

ω = (LC)−1/2 . En = ~ω(n + 1/2). The average energy is

En e−En /kT
P
~ω ~ω
U = P −E /kT = +
e n 2 exp(~ω/hT ) − 1

The energy is also given by

U
=< CV 2 /2 >=< LI 2 /2 >
2

~ω
< V 2 >= coth(~ω/2kT )
2C
and
~ω
< I 2 >= coth(~ω/2kT )
2L

In the classical limit kT  ~ω these reduce to

< V 2 >= kT /C < I 2 >= kT /L

In the limit kT  ~ω

< V 2 >= ~ω/2C < I 2 >= ~ω/2I

2. Consider an oil drop of radius 0.0001cm in a gas of viscocity 180 micropoise and temperature 27o C. What is
the rms displacement of this drop after 10sec? Neglect gravitational effects.
Solution:

d2 x dx
M = −β + F (t)
dt2 dt

where β = 6πRη and F is the force due to fluctuations.

M d2 2 β d 2
x − M ẋ2 = − x + xF (t)
2 dt2 2 dt

Taken an ensemble average

   
1 d d 2 kT β d 2
x − =− x
2 dt dt 2 2M dt
 2

Integrating we get

 
d 2 2kT −βt
x = + Ce M
dt β

< x2 >= 2kT t/6πRη

< r2 >=< x2 > + < y 2 > + < z 2 >= kT tπRη

Substituting the values given we get

√
< r2 > = 1.7 · 10−3 cm

3. Calculate the drag force on a disk of radius R moving with constant velocity V (perpendicular to the plane
of the disk) in a rarefied gas of density n that is in thermal equilibrium at temperature T. Assume that the
gas molecules collide elastically with the disk, that the speed of the disk is slow compared with the average
molecular speed, and that the disk is large compared to a molecule, but small compared to the mean free path
of the molecules.
Solution:

ρ(v) = n(m/2πkT )3/2 exp(−mv 2 /2kT )

The distribution in the x direction is

Z Z
ρ(vx ) = dvy dvz ρ(v) = n(m/2πkT )1/2 exp(−mvx2 /2kT )

The change in velocity of a particle is

∆v = −2(vx − V )

The impulse imparted to the disk is 2m(vx − V ). The number of molecules that will collide with the area πR2
in unit time is

N (vx ) = πR2 ρ(vx )(vx − V )

The total impulse per unit time with particles colliding with the back of the disk is

Z ∞
I1 = dvx 2πmR2 ρ(vx )(vx − V )2
V

The total impulse per unit time with particles colliding with the back of the disk is

Z V
I2 = − dvx 2πmR2 ρ(vx )(vx − V )2
−∞

The net impulse per unit time (force) is

 3

Z ∞ Z V
2 2
F + I1 + I2 = 2πmR ( dvx ρ(vx )(vx − V ) − dvx ρ(vx )(vx − V )2 )
V −∞

Z V Z ∞
2 2
F = −2πmR { duρ(u)(V + u) + duρ(u)[(V + u)2 − (V − u)2 ]}
−V V

For the first integral we assume that the speed of the disk is much smaller than the average molecular speed.
We approximate the Boltzman factor by unity.

p
F = −2πmR2 n m/2πkT {8V 3 /3 + (4kT /m)V exp(−mV 2 /2kT )}

By the assumption mV 2  kT

√
F = − 2πmkT 4nR2 V (1 + mV 2 /6kT + ...)

4. At the initial instant t = 0 a gas occupies the half space x < 0. Neglecting collisions, determine the density
distribution at subsequent instants.
Solution:

∂f ∂f
+v =0
∂t ∂r

In general f = f (r − vt, v) and with the given initial condition f0 = f0 (v) for vx > x/t and f = 0 for vx < x//t
where f0 is the Maxwellian distribution.
The gas density is

Z ∞ Z ∞ Z
1 xp
N (t, x) = /t∞ f0 (v)m3 dvx dvy dvz = N0 [1 − Φ( (m/2T ))
∞ ∞ x 2 t

where
Z ξ
2 2
Φ(ξ) = √ e−y dy
π 0