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Diffusion in Bounded Domains

In this section, we consider the diffusion equation (2.1) with an initial condition (2.2), but now where we seek a solution in a bounded domain tex2html_wrap_inline1207 . We need to impose certain boundary conditions on tex2html_wrap_inline1207 in order to obtain a unique solution. Very often, these involve specifying either u or tex2html_wrap_inline1413 or a combination of the two on the boundary of tex2html_wrap_inline1207 (denoted as tex2html_wrap_inline1417 ), where tex2html_wrap_inline1413 is the directional derivative of u along the normal to the boundary.

For example, consider the following boundary value problem for tex2html_wrap_inline1423 involving the one-dimensional diffusion equation, where t>0 and tex2html_wrap_inline1427 :

displaymath1429

Note that pde stands for partial differential equation, and b.c.'s stands for boundary conditions.

Physically, tex2html_wrap_inline1431 represents the initial distribution of tex2html_wrap_inline1423 at time t=0; specification of the value of u at the left boundary by tex2html_wrap_inline1439 indicates there is a ``source'' holding u at some given value on that boundary; and the specification of tex2html_wrap_inline1443 at the right boundary by tex2html_wrap_inline1445 indicates the ``flow'' of u across the boundary is held to a known formula. Specifically, a boundary condition of the form:

displaymath1449

is called an adiabatic boundary condition, and physically corresponds to no net flow of u into or outside of the region across the boundary.

If we assume the boundary conditions specify either u=0 or tex2html_wrap_inline1455 at all points, it can be shown the solution still has the form tex2html_wrap_inline1457 where tex2html_wrap_inline1459 is a kernel that depends on t, called the Green's function for the problem. Moreover, the solution spreads and smooths out as time evolves. Let us examine the special case of adiabatic boundary conditions in particular.

  theorem465

Proof
First, let tex2html_wrap_inline1511 . Then tex2html_wrap_inline1513 . On the other hand, the divergence theorem implies tex2html_wrap_inline1515 where tex2html_wrap_inline1517 is the outward normal from the boundary tex2html_wrap_inline1417 of the region tex2html_wrap_inline1207 . Hence:

displaymath1523

Next, note that tex2html_wrap_inline1525 , so:

  equation498

  1. Let tex2html_wrap_inline1527 . Then:

    displaymath1529

    In particular, tex2html_wrap_inline1531 (strict), unless tex2html_wrap_inline1533 everywhere, which in turn requires u to be constant.

  2. Suppose u attains its maximum value at some point in the interior of tex2html_wrap_inline1207 for some time tex2html_wrap_inline1541 , say at tex2html_wrap_inline1351 . Now, it may be that tex2html_wrap_inline1545 over some time interval tex2html_wrap_inline1547 . Then there is a neighborhood of tex2html_wrap_inline1351 ,