Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-8/3/b/solution

For a smooth test function , integration by parts gives the moment identity
The assumed decay removes all boundary terms. Apply it to , and . Writing gives the Ornstein-Uhlenbeck moment equations
Assume when using the normalized mean ; otherwise is undefined, while the unnormalized momentum equation still holds. Since is constant, . Their solutions are
Thus mass is conserved, the mean velocity tends to zero, and . This includes the mean velocity conclusion omitted from the converted TeX.

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