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Time Evolution of the Solution

We have shown that the solution to the diffusion equation in an unbounded domain with a prescribed initial condition is, at any given time, the convolution of the initial spatial distribution tex2html_wrap_inline1299 with a Gaussian kernel. The variance of the Gaussian kernel, moreover, is proportional to the time t. Now, convolution is, in general, a smoothing operation. Convolution with a narrow kernel roughly preserves the functional shape. Consider, for example, the extreme case: for very small variance, we have shown the Gaussian kernel to approximate an impulse, and convolution with an impulse does not change the functional shape at all. On the other hand, convolution with a broad kernel spreads out and smooths the functional shape. Thus, we see, that as time evolves, the spatial distribution of the solution to the diffusion equation is a broadened and smoothed version of the initial distribution. This process is called blurring, in general, and in this case is called Gaussian blurring.

Let us take a different approach. If we imagine examining the solution u at some time T, tex2html_wrap_inline1313 , and let time run backwards, towards 0, we see that the solution sharpens. That is, tex2html_wrap_inline1317 has sharper, more highly defined features that tex2html_wrap_inline1319 for t<T. Viewed another way, we have:

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Consider, for the moment, the case where the conduction coefficient is negative: c<0. Thus, we have:

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Let us replace t by -t; then we get:

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This suggests that when c<0:

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Thus, the solution sharpens as time evolves in this case. This is called backward diffusion; for the usual case where c>0, considered up to this point, we have forward diffusion. Forward diffusion is blurring, and backward diffusion is sharpening.



Prof. F. Fontaine
Thu May 9 15:40:13 EDT 1996