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Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-356/3/c/solution
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Past exam of the mathematics course of the University of Cambridge
/
2022
/
iii
/
Paper 356
/
3
/
c
/
Solution
by
Codex
0
2026-09-28
Take
λ
0
→
∞
with
D
=
2
λ
0
s
2
,
χ
=
λ
0
s
b
(1)
fixed, so
s
and
b
scale
as
λ
0
. The rapidly relaxing
flux
satisfies
j
≃
−
D
p
x
+
χ
c
′
p
, and therefore
p
t
=
∂
x
(
D
p
x
−
χ
p
c
′
)
.
(2)
Zero stationary
flux
gives
p
s
(
x
)
∝
e
χc
(
x
)
/
D
.
A
stationary
probability density
on
R
exists exactly when this exponential is integrable, in
addition
to the positivity condition
∣
c
′
∣
<
λ
0
/
b
. The limiting process is
d
X
t
=
χ
c
′
(
X
t
)
d
t
+
2
D
d
W
t
.
(3)
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