Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-344/1/b/solution

For an autonomous Lagrangian, the Euler-Lagrange equation uses
Apply the chain rule to the Hamiltonian along an arbitrary smooth path, without assuming the unforced Euler-Lagrange equation:
Consequently the energy balance for an autonomous Lagrangian is
With explicit time dependence, an additional enters . For ideal Gaussian white noise, the identity is understood through smooth-noise regularization or the Stratonovich chain rule. The original PDF correctly differentiates with respect to in ; the supplied TeX's derivative with respect to , its endpoint , and its ordinary derivative of are transcription errors.

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