Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-344/3/c/solution

After the sudden parameter change, the functional derivative is
Each Cartesian component of each Fourier mode consequently obeys
This is an Ornstein-Uhlenbeck process. The integrating-factor method gives
Because both coefficients are positive, every mode has positive decay rate.

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