Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 81 4 ii Solution Created 2026-10-03 Updated 2026-10-14
With and , the Fokker-Planck equation becomes the probability-transport equationIts characteristic obeys . Writing and givesConservation of orientation probability pushes the initially uniform density forward by this Jacobian. ThusSince with , the deterministic alignment of an initially isotropic orientation distribution isAt , and ; the characteristic Jacobian preserves at every finite time. Its reciprocal is quadratic in , as in the suggested substitution.
To compute the mean, integrate explicitly:ConsequentlyThe apparent singularity at is removable: , so the initial mean is zero. At late times,Except for the exactly downward initial orientation, which has zero probability in the initial smooth distribution, every characteristic aligns upward. The infinite-time orientation distribution is a point mass at the upward pole.
Close to the upward pole, the two Cartesian tilt components of bottom-heavy spherical-cell orientation dynamics obey the displayed Ornstein-Uhlenbeck process. Thus . The stationary spread is , and late axisymmetric variance perturbations relax on in this weak-noise approximation. The zero-noise mean from deterministic alignment of an initially isotropic orientation distribution has the same exponential scale but a different transient prefactor. Reaching a tiny diffusion-supported mean-deficit floor from an initially isotropic population takes order , with logarithmic corrections. Equality of limiting mean directions does not make the full transients identical, and the alignment time is not automatically the pure rotational-diffusion time .