Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-75/3/1/solution

Interpret the multiplicative Gaussian white noise as the limit of a smooth short-correlation-time velocity field, hence in the Stratonovich integral convention. Put . For a realization, differentiating the field-space Dirac delta gives its field-space continuity equation
The velocity-gradient covariance has zero trace variance: contracting with gives . Thus the gradient is trace free, consistently with the incompressible ideal induction equation.
A noise impulse in component changes by times that impulse. Its instantaneous retarded action on the Dirac delta is therefore
Only earlier times affect the present field. In the white-noise limit the integral over this causal interval has , corresponding to the symmetric short-time regularization. Applying the Furutsu–Novikov formula and then averaging gives
Substitute into the averaged field-space continuity equation:
The differentiated term vanishes because , and the remaining contraction is
Consequently the closed vector Fokker-Planck equation for Gaussian white-noise magnetic stretching is
This is a positive diffusion operator: the displayed matrix has eigenvalues on the two transverse directions and along . Replacing the endpoint half-weight by one would double the diffusion and fail to reproduce the later rate.

New to topics? Read the docs here!