ProblemSet2 2024
ProblemSet2 2024
Problem set 2
Due date TBA
1. Class notes exercise 1. Starting from the general Master equation for the
one-step process where gm and rm are the transition rates between state m
and states m + 1 and m − 1, respectively, show that
dhm2 i
= 2hm(gm − rm )i + hgm + rm i
dt
Obtain the same result starting from the Fokker-Planck equation derived
from the Master equation in the limit m 1.
2. Class notes exercise 2. For the simple population growth model with birth
rate gm = αm and death rate rm = βm, derive exact expressions giving the
population mean, variance, and coefficient of variation defined by
(a) We derived in class the following expression for the time evolution of
the average value of m corresponding to an initial condition where all
systems are in state A at time t = 0:
where τ = 1/(α + β). Derive an expression for the time evolution of the
variance
σ 2 ≡ hm2 i − hmi2
for the same initial condition. Interpret your answer physically.
(b) Derive expressions for the equilibrium probability distribution function
(PDF)
1/2 (m−hmieq )2
1 − 2
Peq (m) = 2
e 2σeq
2πσeq
in the m 1 limit, where m is the number of systems in state A,
starting from (i) the Fokker-Planck equation derived from the Master
2
equation for this process, with hmieq and σeq ≡ hm2 ieq −hmi2eq expressed
in terms of α, β and N , and (ii) the expression for the equilibrium prob-
ability distribution obtained from statistical mechanics in the canonical
2
ensemble, with hmieq and σeq ≡ hm2 ieq −hmi2eq expressed in terms of the
energies EA and EB of states A and B, respectively, and N . Obtain the
ratio α/β of the forward and backward transition rates as a function of
EA and EB by equating those two expressions and interpret your result.
(c) Make a schematic plot showing the evolution of the probability distri-
bution P (m, t) from t = 0 to t → ∞.
A + B AB
(a) Write down the mass action law for this bacterial growth process and
state when you expect it to be valid.
(b) Write down the master equation for this growth process.
(c) Derive the corresponding Focker-Planck equation for the PDF P (m, t)
in the large m limit.
(d) Calculate the stationary “non-equilibrium steady-state” distribution at
large time Ps (m) ≡ P (m, t → ∞). Like the thermodynamic equilibrium
distributions of the Ising model or chemical reactions, this distribution
is time-independent (synonymous for stationary). However, it cannot
be obtained from equilibrium statistical mechanics since it represents a
non-equilibrium steady-sate resulting from the balance of two inherently
non-equilibrium processes: cell growth and cell death.
6. Photon statistics
As depicted schematically in Figure 1 on the last page, a laser cavity with n
photons can loose a photon at a rate nκ and gain one at a rate (n + 1)G(n)
where the factor n+1 accounts for both stimulated emission, which is propor-
tional to n, and spontaneous emission (“ + 1”) that can occur independently.
The gain function can be assumed to have the form
G0
G(n) = ,
1 + Bn
which accounts for saturation in the large n limit.
(a) Write down the master equation for the probability pn (t) of having n
photons in the cavity.
(b) Write down the evolution equation for the mean and variance of the
number of photons and discuss their stationary values for the case G0 <
κ and G0 > κ.
(c) Derive the expression for the stationary probability distribution
n
G0 1
pn = A Πn−1
m=0
κ 1 + Bm
where A is a normalization constant.
(d) Use the relation
n−1 1 Γ(1/B)
Πm=0 =
1 + Bm Γ(1/B + n)
to plot the stationary distribution pn versus n < 1000 for G0 /κ =
0.9, 1.0, 1.1 and B = 0.001. Discuss your results.