Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 8 3 b Solution Created 2026-10-03 Updated 2026-10-06
For a smooth test function , integration by parts gives the moment identityThe assumed decay removes all boundary terms. Apply it to , and . Writing gives the Ornstein-Uhlenbeck moment equationsAssume when using the normalized mean ; otherwise is undefined, while the unnormalized momentum equation still holds. Since is constant, . Their solutions areThus mass is conserved, the mean velocity tends to zero, and . This includes the mean velocity conclusion omitted from the converted TeX.