Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-8/3/d/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 8 3 d Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
For positive smooth with the stated decay, integration by parts givesand, 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 givesThe derivative of the first term is , because . The two identities above and the energy equation in (b), with , yieldNow expand the relative Fisher information:where . Thus the entropy dissipation identity for Ornstein-Uhlenbeck flow is
New to topics? Read the docs here!