Question: Compute the 4th moment as a function time of the distribution of particles undergoing diffusion on the real line and starting at x =0. Note:

Compute the 4th moment as a function time of the distribution of particles undergoing diffusion on the real line and starting at x =0. Note: assume that the distribution of particles u = u(t, x) is normalised to unit mass, so it is a probability distribution.

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