Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-75/3/2/solution

For isotropic initial statistics, isotropic noise preserves . Isotropy of the noise alone does not turn an arbitrary anisotropic initial vector distribution into an isotropic one; alternatively take the angularly averaged magnitude distribution. The radial gradient satisfies , so the diffusion-vector contraction in the preceding equation is . Its divergence gives
Now is the magnitude probability density function, normalized by . Since
we obtain the radial magnetic-field Fokker-Planck equation
The outward Fokker-Planck probability current is . Zero probability flux at zero and infinity preserves normalization. For positive initial magnitude the solution below remains on ; an atom initially at instead remains an absorbing zero-field component.

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