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 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
Sekinan Research Field of Language
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