Past exam of the mathematics course of the University of Cambridge 2015 ii Paper 4 11E a Solution Created 2026-09-24 Updated 2026-10-06
For a smooth test function , integration by parts in the Fokker-Planck equation givesWe use the decay and absence of boundary flux intended in the question, sufficiently strong to remove the moment-weighted boundary terms. For , only survives, giving . For , the first derivative is and the second is . The Fokker-Planck diffusion matrix is symmetric, soThe factor one-half cancels the two equal diffusion contributions, including when .
Past exam of the mathematics course of the University of Cambridge 2015 ii Paper 4 11E c Solution Created 2026-09-24 Updated 2026-10-06
The three jump vectors and their rates are at rate , at rate , and at rate . Summing rate times jump gives the Fokker-Planck drift vector, while summing rate times the outer product of the jump gives the Fokker-Planck diffusion matrix:The maturation event simultaneously decreases larvae and increases adults; this accounts for the negative off-diagonal entries. Since is affine, its expectation is its value at the mean. Setting both mean derivatives to zero yields .