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Calculus of The Diffusion Equation

# Calculus of The Diffusion Equation

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The diffusion equation is defined and explained, and two worked examples of it are given.
The diffusion equation is defined and explained, and two worked examples of it are given.

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05/19/2013

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J. M. Williams
Diffusion Equation
1
Calculus of the Diffusion Equation
by John Michael Williams
jmmwill@comcast.net

J. M. Williams
Diffusion Equation
2
Preface
This is an updated rewrite of a handout originally presented by the author in thespring of 1980, as part of a Psychology 585 course presentation moderated by Professor Alfred Lit at
Southern Illinois University, Carbondale, Illinois
.

J. M. Williams
Diffusion Equation
3
Diffusion Equation Basics
An
algebraic
equation expresses a relationship among variables
,
y
,
z
, . . .. Thesolution of such an equation may be used to define a specific function of those variables.For example, given
y
=
n
/(
2
y
)
(1)it is possible to define a function
y
= (
1
n
2
)
1
/
2
+
1
=
f
(
)
(2)consistent with the original equation (1). Only a finite number of such functions will befound. In the present case,
y
=
1
(
1
n
2
)
1
/
2
=
(
)
(2')also happens to satisfy (1). A
differential
equation expresses a relation among the derivatives of some function.The solution of a differential equation is defined by an infinite set of functions; thissolution allows no single, specific statement about any particular continuous relationshipamong the independent variables appearing in the differential equation. For example,let
y
=
f
(
) be defined consistent with the following differential equation:
dy
/
dx
=
yx .
(3)Then,
dy
/
y
=
xdx
(
for
y
0
)
.
(4)Integrating both sides of (4), we obtain
lny
=
2
/
2
+
c'.
(4')The constant of integration
c
' appears in (4'), whereas it was not given in (3) or (4). If we now exponentiate both sides of (4'), we get
y
=
cexp
[
2
/
2
] =
f
(
x;c
)
,
(4'')for
c
a parameter of the solution.The point here is that (4'') defines a family of continuous functions, not just onefunction. The parameter
c
may assume any of an infinite set of real values; so, the set of solutions of (3) is infinite. In any specific problem, the value of
c
must be specified by theproblem conditions (initial conditions; boundary conditions) and is not implied by thedifferential equation (3) itself.The
diffusion equation
which concerns us here is a
partial
differential equationbecause it contains partial derivatives, and it is
linear
because derivatives of each kind(and order) appear only in their own, special terms, all such terms being combined solelyby addition (superposition).

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