Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2024 / Paper 2 / 1

Substitution into the diffusive flux givesThe continuity equation for this drift-diffusion equation with a potential therefore reduces, after cancelling the nonzero exponential, toThe reflecting boundary conditions become $D(u^{\prime }+\beta V^{\prime }u)=0$ at both endpoints. Thus each solution of this eigenvalue problem supplies a separated solution of the original diffusion equation.

The product rule makes the drift term cancel:Consequently the transformed eigenvalue problem isBoth $p$ and the weight $w$ are positive, as required for this Sturm-Liouville problem.

For sufficiently smooth functions satisfying the same boundary conditions, integration by parts gives the boundary formThe stated endpoint relation annihilates this expression. This proves the required self-adjoint differential operator identity; for the usual regular Sturm-Liouville problem, separated real boundary conditions give a self-adjoint realization on its domain.

In this problem the transformed diffusive flux is $J=-e^{-\lambda t}p{y}^{\prime }$. Thus the physical boundary conditions areequivalently $y^{\prime }(\pm L)=0$ when the endpoint values of $p$ are positive. In particular $p{f}^{\prime }=p{g}^{\prime }=0$ at the endpoints, which makes the boundary form vanish directly. The inner product used here is the ordinary integral; the weight $w$ enters the generalized eigenvalue problem, not this boundary-form calculation.

Apply the identity from (c) to the two real eigenfunctions. The equations of their Sturm-Liouville problem giveSince the eigenvalues differ,This is orthogonality in the weighted inner product.

For an admissible nonzero real trial function, integration by parts and the zero-flux boundary conditions reduce the Rayleigh quotient toA nonzero constant trial function attains zero. Positivity of $p$ also shows that equality requires $y^{\prime }=0$. HenceIf the conserved total amount is $M={\int }_{-L}^{L}cdx$, the normalized stationary solution isIts diffusive flux vanishes everywhere. The Boltzmann distribution fixes the spatial profile, while the diffusivity affects the relaxation toward it. Boundedness of $V$ makes the normalization finite on this finite interval.