Solution

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

For positive smooth with the stated decay, integration by parts gives
and, using unit mass,
For zero values of , these calculations can be made with the positive unit-mass approximation and then passed to the limit whenever the quantities are finite. Positive-time solutions also have the usual Gaussian smoothing.
Since , mass conservation gives
The derivative of the first term is , because . The two identities above and the energy equation in (b), with , yield
Now expand the relative Fisher information:
where . Thus the entropy dissipation identity for Ornstein-Uhlenbeck flow is

New to topics? Read the docs here!