Note 2
Heat and Diffusion
1 Heat equation
Time t
Situation x
Temperature of s



2 High dimensional heat equation



3 Diffusion equation
Time t
Situation x
Density of minute particles



4 Assumption of heat equation
Assumption k = 1


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 )


limt↘0 U ( x, y, t ) =δ (x-y)

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
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