PHYSICS · Multi-part · Fermi University Physics · Mathematical Methods for Physics · Thermal, Statistical & Complex Systems · Non-equilibrium statistical mechanics and stochastic thermodynamics
Error, Chance and the Machine, Ch Random processes in continuous time
Problem
N0=1000 identical nuclei are present at t=0. Each decays independently at rate λ, giving a half-life T1/2=5.00min. Let N(t) be the number not yet decayed, with distribution P(n,t)=Pr(N(t)=n).
((a)) Write the master equation for P(n,t) for this pure death process, in which state n leaves at rate nλ into state n−1, together with the initial condition.
((b)) Define the generating function G(s,t)=∑nP(n,t)sn and show it obeys ∂t∂G=λ(1−s)∂s∂G.
((c)) Along a curve s(t) the chain rule gives dG/dt=∂tG+(ds/dt)∂sG. Show that G is constant along every curve with ds/dt=−λ(1−s), solve for these curves, and follow each back to t=0, where G(s,0)=sN0, to show G(s,t)=[1−(1−s)e−λt]N0, the generating function of a binomial distribution with parameter p(t)=e−λt.
((d)) Hence give ⟨N(t)⟩ and var(N(t)) as functions of t, and evaluate both at t=8.00min.