Revisiting diffusion: Self-similar solutions and the $t^{-1/2}$ decay in initial and initial-boundary value problems
Authors:
P. G. Kevrekidis, M. O. Williams, D. Mantzavinos, E. G. Charalampidis, M. Choi and I. G. Kevrekidis
Journal:
Quart. Appl. Math. 75 (2017), 581-598
MSC (2010):
Primary 35K05, 35K15, 35K20
DOI:
https://doi.org/10.1090/qam/1473
Published electronically:
June 30, 2017
MathSciNet review:
3686513
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Abstract: The diffusion equation is a universal and standard textbook model for partial differential equations (PDEs). In this work, we revisit its solutions, seeking, in particular, self-similar profiles. This problem connects to the classical theory of special functions and, more specifically, to the Hermite as well as the Kummer hypergeometric functions. Reconstructing the solution of the original diffusion model from self-similar solutions of the associated self-similar PDE, we infer that the $t^{-1/2}$ decay law of the diffusion amplitude is not necessary. In particular, it is possible to engineer setups of both the Cauchy problem and the initial-boundary value problem in which the solution decays at a different rate. Nevertheless, we observe that the $t^{-1/2}$ rate corresponds to the dominant decay mode among integrable initial data, i.e., ones corresponding to finite mass. Hence, unless the projection to such a mode is eliminated, generically this decay will be the slowest one observed. In initial-boundary value problems, an additional issue that arises is whether the boundary data are consonant with the initial data; namely, whether the boundary data agree at all times with the solution of the Cauchy problem associated with the same initial data, when this solution is evaluated at the boundary of the domain. In that case, the power law dictated by the solution of the Cauchy problem will be selected. On the other hand, in the non-consonant cases a decomposition of the problem into a self-similar and a non-self-similar one is seen to be beneficial in obtaining a systematic understanding of the resulting solution.
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References
- S. Chandrasekhar, Stochastic problems in physics and astronomy, Rev. Mod. Phys. 15, 1 (1943).
- Walter A. Strauss, Partial differential equations, John Wiley & Sons, Inc., New York, 1992. An introduction. MR 1159712
- Lawrence C. Evans, Partial differential equations, 2nd ed., Graduate Studies in Mathematics, vol. 19, American Mathematical Society, Providence, RI, 2010. MR 2597943
- George W. Bluman and Julian D. Cole, The general similarity solution of the heat equation, J. Math. Mech. 18 (1968/69), 1025–1042. MR 0293257
- George W. Bluman, Applications of the general similarity solution of the heat equation to boundary-value problems, Quart. Appl. Math. 31 (1973/74), 403–415. MR 0427829, DOI https://doi.org/10.1090/qam/427829
- E. G. Kalnins and W. Miller Jr., Lie theory and separation of variables. V. The equations $iU_{t}-U_{xx}=0$ and $iU_{t}+U_{xx}-(c/x^{2})U=0$, J. Mathematical Phys. 15 (1974), 1728–1737. MR 0372382, DOI https://doi.org/10.1063/1.1666533
- Sukeyuki Kumei, Invariance transformations, invariance group transformations, and invariance groups of the sine-Gordon equations, J. Mathematical Phys. 16 (1975), no. 12, 2461–2468. MR 0385357, DOI https://doi.org/10.1063/1.522487
- M. Suzuki, Some solutions of a nonlinear diffusion problem, J. Chem. Eng. Jpn 12, 400 (1979).
- Theo F. Nonnenmacher, Application of the similarity method to the nonlinear Boltzmann equation, Z. Angew. Math. Phys. 35 (1984), no. 5, 680–691 (English, with German summary). MR 767434, DOI https://doi.org/10.1007/BF00952113
- Grigory Isaakovich Barenblatt, Scaling, Cambridge Texts in Applied Mathematics, Cambridge University Press, Cambridge, 2003. With a foreword by Alexandre Chorin. MR 2034052
- A. A. Samarskii, V. A. Galaktionov, S. P. Kurdyumov, A. P. Mikhailov, Blow-up in quasilinear parabolic equations, de Gruyter (Berlin, 1995).
- B. Derrida, C. Godrèche, I. Yekutieli, Scale-invariant regimes in one-dimensional models of growing and coalescing droplets, Phys. Rev. A 44, 6241 (1991).
- D. G. Aronson, I. S. Betelu, and I. G. Kevrekidis, Going with the flow: A Lagrangian approach to self-similar dynamics and its consequences, nlin.AO/0111055 (2001).
- Clarence W. Rowley, Ioannis G. Kevrekidis, Jerrold E. Marsden, and Kurt Lust, Reduction and reconstruction for self-similar dynamical systems, Nonlinearity 16 (2003), no. 4, 1257–1275. MR 1986294, DOI https://doi.org/10.1088/0951-7715/16/4/304
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- P. G. Kevrekidis, C. I. Siettos, and I. G. Kevrekidis, To infinity and beyond: Some ODE and PDE case studies, arXiv:1609.08274.
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- G. Fibich, The Nonlinear Schrödinger Equation, Springer-Verlag (Heidelberg, 2015).
- Milton Abramowitz and Irene A. Stegun (eds.), Handbook of mathematical functions with formulas, graphs, and mathematical tables, Dover Publications, Inc., New York, 1992. Reprint of the 1972 edition. MR 1225604
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- S. A. Suslov and A. J. Roberts, Similarity, attraction and initial conditions in an example of nonlinear diffusion, J. Austral. Math. Soc. Ser. B 40 (1998/99), no. (E), E1–E25. MR 1647093, DOI https://doi.org/10.1017/S0334270000012339
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Additional Information
P. G. Kevrekidis
Affiliation:
Department of Mathematics and Statistics, University of Massachusetts Amherst, Amherst, Massachusetts 01003-4515
MR Author ID:
657357
ORCID:
0000-0002-7714-3689
Email:
kevrekid@math.umass.edu
M. O. Williams
Affiliation:
Department of Chemical and Biological Engineering and PACM, Princeton University, Princeton, New Jersey 08544
Email:
matt.o.williams@gmail.com
D. Mantzavinos
Affiliation:
Department of Mathematics and Statistics, University of Massachusetts Amherst, Amherst, Massachusetts 01003-4515
MR Author ID:
925372
Email:
d.mantzavinos@gmail.com
E. G. Charalampidis
Affiliation:
Department of Mathematics and Statistics, University of Massachusetts Amherst, Amherst, Massachusetts 01003-4515
MR Author ID:
935969
Email:
charalamp@math.umass.edu
M. Choi
Affiliation:
Department of Mathematics, POSTECH, Pohang, Republic of Korea 37673
MR Author ID:
856647
Email:
mchoi@postech.ac.kr
I. G. Kevrekidis
Affiliation:
Department of Chemical and Biological Engineering and PACM, Princeton University, Princeton, New Jersey 08544
MR Author ID:
100720
Email:
yannis@princeton.edu.
Received by editor(s):
March 6, 2017
Published electronically:
June 30, 2017
Article copyright:
© Copyright 2017
Brown University