Monday, 25 September 2017

Energy Distance Theory Note 2 Heat and Diffusion


Note 2
Heat and Diffusion



1 Heat equation
Time     t
Situation     x
Temperature of s
2u / x2     (k ; constant)

2 High dimensional heat equation
 = ku     (k ; constant)
 is Laplacian.

3 Diffusion equation
Time     t
Situation     x
Density of minute particles
 = div ( ku )     (k ; constant)

4 Assumption of heat equation
Assumption     k = 1
 = u

5 Initial value problem
Space     Rn
Heat equation      = u
Initial time     t = 0
Temperature distribution of initial time     u0 ( x )
Transition of temperature distribution is expressed by the next.
Initial condition  = u  x∈Rn , t > 0 )
Initial value     x, 0 ) = u0 ( x )  (x∈Rn )
The upper two formulas are called initial value problem.

6 Delta function
(i) δ (x) = 0
(ii) dx = 1

7 Fundamental solution of initial value problem
Function     U ( x, y, t )
  = xU
limt↘0 U ( x, y, t ) =δ (x-y)
x is Laplacian of variable x.

8 Probability density
Particle is situated by the next.
t = 0, probability 1, point y
Probability density of the particle that has Brownian motion over x- axis, time t and point x     U ( x, y, t )

9 Heat kernel
U ( x, y, t ) = K ( x-y, t )
Function K ( x, t ) is called heat kernel.

10 Hausdorff dimension
Arbitrary figure in space Rn     S
Sequence of n-dimensional sphere     B1, B2, B3, …    
S is covered by the sequence Bk that diameter is below δ.
Hα, δ( S ) : = inf diam ( Bk ) <δ (diam(Bk))α
Hα( S ) : = limk→0 Hα, δ( S )
Hα( S ) is called figure S’s α dimensional Hausdorff outer measure.

To be continued
Tokyo September 15

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