Saturday, 28 February 2015

Energy Distance Theory / Note 2 / Heat and Diffusion


Energy Distance Theory

Note 2
Heat and Diffusion

TANAKA Akio


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     = 0
Temperature distribution of initial time     u( x )
Transition of temperature distribution is expressed by the next.
Initial condition  = u  xR> 0 )
Initial value     x, 0 ) = u( x )  (xRn )
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 ( xyt )
  = xU
limt0 U ( xyt ) =δ (x-y)
is Laplacian of variable x.

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

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

10 Hausdorff dimension
Arbitrary figure in space Rn     S
Sequence of n-dimensional sphere     B1B2B3, …    
S is covered by the sequence Bk that diameter is below δ.
HαδS ) : = inf diam ( Bk ) <δ (diam(Bk))α
HαS ) : = limk0 HαδS )
HαS ) is called figure S’s α dimensional Hausdorff outer measure.

To be continued
Tokyo September 15
Sekinan Research Field of Language

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