Industrial Mathematics:

The Diffusion Equation

Dr Ben Goddard
What is diffusion?

Diffusion is the net movement of anything from a region of higher

concentration to a region of lower concentration.

Here concentration is defined very broadly, including:

grams per litre of salt in water;
number of people per square kilometre;
parts of CO2 per million;
pounds per share;
temperature (actually energy density);

Fun fact: ‘Diffusion’ comes from the Latin diffundo, which means
(obviously) diffuse or spread, but also cheer up, so it’s a happy
topic!

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The diffusion equation

In 1D, the diffusion equation for a concentration C is

∂t C(x, t) = D∂xx C(x, t).

D is called the diffusion coefficient and measures how quickly the

concentration diffuses.

D can be eliminated through a change of time scale

[see non-dimensionalisation].

Note: The diffusion equation needs one initial and two boundary
conditions; more on this later in the course.

Also commonly known as the heat equation.

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Heuristics of the diffusion equation

The diffusion equation tends to flatten things out

∂t C(x, t) = D∂xx C(x, t).

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Derivation of the diffusion equation

There are many derivations of the diffusion equation.

They each require some modelling assumptions, which come from

the field of application, e.g., particle physics or thermodynamics.

We will look at Einstein’s derivation (for particles) and, in another

video, a standard textbook derivation for the temperature (energy
density).

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Einstein’s Annus Mirabilis
In 1905∗ Einstein published a paper
“über die von der molekular-kinetischen Theorie der Wärme
geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten
Teilchen”
or
“concerning the motion, as required by the molecular-kinetic
theory of heat, of particles suspended in liquids at rest”.

[Source: Wikipedia]
∗ in the same year he also described the photoelectric effect, special relativity,

and matter-energy equivalence (E = mc2 ).

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Einstein’s hypotheses

There are two principal assumptions or hypotheses in the following:

1 The motion is caused by many frequent impacts of the

incessantly moving solvent (or bath) molecules on the particle.
2 The effect of these collisions is so complicated that it can, and
indeed must, be described probabilistically in terms of very
frequent, statistically independent collisions.

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Assumptions and set-up

Assume:
individual particle motions are independent;
movement of individual particles at different times is
independent as long as the interval isn’t too small.

Introduce time τ
much smaller than observable timescales;
large enough so that particle motion is independent in two
successive intervals of length τ .

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Random particle motion

System with n particles suspended in a liquid.

In a time interval τ the x-coordinates of the individual particles
will increase by an amount ∆, different for each particle.
Frequency law for ∆: number dn of particles which experience a
shift which is between ∆ and d∆ is

dn = nφ(∆)d∆,

where Z ∞
φ(∆)d∆ = 1
−∞

φ satisfies
φ(∆) 6= 0 only for very small ∆;
φ(∆) = φ(−∆) – symmetry.

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Particle distribution
Let ν = f (x, t) be the number of particles per unit volume.
Compare the distribution of particles at times t + τ and t.
Consider the number of particles at time t + τ whose x-coordinate
is between x and x + dx:
Z ∞
f (x, t + τ )dx = dx f (x − ∆, t)φ(∆)d∆.
−∞

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Series expansion
Since τ is very small, set
∂f
f (x, t + τ ) = f (x, t) + τ .
∂t
Expand f (x − ∆, t) in powers of ∆:
∂f ∆2 ∂ 2 f
f (x − ∆, t) = f (x, t) − ∆ + + ··· .
∂x 2! ∂x2
Insert into
Z ∞
f (x, t + τ )dx = dx f (x − ∆, t)φ(∆)d∆.
−∞
giving

∞ ∞ ∞
∂2f ∆2
Z Z Z
∂f ∂f
f +τ =f φ(∆)d∆− ∆φ(∆)d∆+ 2 φ(∆)d∆.
∂t −∞ ∂x −∞ ∂x −∞ 2

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Series expansion
Since τ is very small, set
∂f
f (x, t + τ ) = f (x, t) + τ .
∂t
Expand f (x − ∆, t) in powers of ∆:
∂f ∆2 ∂ 2 f
f (x − ∆, t) = f (x, t) − ∆ + + ··· .
∂x 2! ∂x2
Insert into
Z ∞
f (x, t + τ )dx = dx f (x − ∆, t)φ(∆)d∆.
−∞
giving

∞
∂f ∞ ∂ 2 f ∞ ∆2
Z Z Z
∂f
f +τ =f φ(∆)d∆ − ∆φ(∆)d∆ + 2 φ(∆)d∆.
∂t −∞ ∂x −∞ ∂x −∞ 2
| {z } | {z }
=1 =0

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Series expansion
Since τ is very small, set
∂f
f (x, t + τ ) = f (x, t) + τ .
∂t
Expand f (x − ∆, t) in powers of ∆:
∂f ∆2 ∂ 2 f
f (x − ∆, t) = f (x, t) − ∆ + + ··· .
∂x 2! ∂x2
Insert into
Z ∞
f (x, t + τ )dx = dx f (x − ∆, t)φ(∆)d∆.
−∞
giving

∂f ∂2f
=D 2
∂t ∂x
i.e. the diffusion equation.

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Recap and What’s Next

Recap:
Overview of the diffusion equation
Einstein’s original derivation
We still need to discuss initial and boundary conditions

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Recap and What’s Next

Recap:
Overview of the diffusion equation
Einstein’s original derivation
We still need to discuss initial and boundary conditions

What’s Next:
Another derivation (of the heat equation)
The advection and advection-diffusion equations
Analytical solutions
Numerical solutions
Real-world applications

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