Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-8/3/b/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 8 3 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
For a smooth test function , integration by parts gives the moment identityThe assumed decay removes all boundary terms. Apply it to , and . Writing gives the Ornstein-Uhlenbeck moment equationsAssume when using the normalized mean ; otherwise is undefined, while the unnormalized momentum equation still holds. Since is constant, . Their solutions areThus 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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