Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 75 3 4 Solution 2026-10-14
For , change to logarithmic magnitude and its correctly transformed probability density function:Using , the radial equation becomesThis is diffusion with constant drift. Set and ; then . The initial Dirac delta transforms to , so the heat-kernel solution givesDividing by yields the lognormal magnetic-field amplification lawExpanding the square and using gives the equivalent requested formThe logarithm is a Gaussian random variable with mean and variance , which proves normalization and spreading directly. The exponential moments of that Gaussian distribution give , independently checking the energy growth. The limit at is the initial Dirac delta distribution, not a pointwise finite function.