Continuous time random walks and the Cauchy problem for the heat equation

Autores
Aimar, Hugo Alejandro; Beltritti, Gastón; Gomez, Ivana Daniela
Año de publicación
2018
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We deal with anomalous diffusions induced by continuous time random walks - CTRW in ℝn. A particle moves in ℝn in such a way that the probability density function u(·, t) of finding it in region Ω of ℝn is given by ∫Ωu(x, t)dx. The dynamics of the diffusion is provided by a space time probability density J(x, t) compactly supported in {t ≥ 0}. For t large enough, u satisfies the equation u(x, t) = [ (J− δ) * u] (x, t) , where δ is the Dirac delta in space-time. We give a sense to a Cauchy type problem for a given initial density distribution f. We use Banach fixed point method to solve it and prove that under parabolic rescaling of J, the equation tends weakly to the heat equation and that for particular kernels J, the solutions tend to the corresponding temperatures when the scaling parameter approaches 0.
Fil: Aimar, Hugo Alejandro. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina
Fil: Beltritti, Gastón. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina
Fil: Gomez, Ivana Daniela. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina
Materia
Heat equation
Continuous time random walks
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/88694

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spelling Continuous time random walks and the Cauchy problem for the heat equationAimar, Hugo AlejandroBeltritti, GastónGomez, Ivana DanielaHeat equationContinuous time random walkshttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We deal with anomalous diffusions induced by continuous time random walks - CTRW in ℝn. A particle moves in ℝn in such a way that the probability density function u(·, t) of finding it in region Ω of ℝn is given by ∫Ωu(x, t)dx. The dynamics of the diffusion is provided by a space time probability density J(x, t) compactly supported in {t ≥ 0}. For t large enough, u satisfies the equation u(x, t) = [ (J− δ) * u] (x, t) , where δ is the Dirac delta in space-time. We give a sense to a Cauchy type problem for a given initial density distribution f. We use Banach fixed point method to solve it and prove that under parabolic rescaling of J, the equation tends weakly to the heat equation and that for particular kernels J, the solutions tend to the corresponding temperatures when the scaling parameter approaches 0.Fil: Aimar, Hugo Alejandro. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; ArgentinaFil: Beltritti, Gastón. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; ArgentinaFil: Gomez, Ivana Daniela. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; ArgentinaSpringer2018-10info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/88694Aimar, Hugo Alejandro; Beltritti, Gastón; Gomez, Ivana Daniela; Continuous time random walks and the Cauchy problem for the heat equation; Springer; Journal d'Analyse Mathématique; 136; 1; 10-2018; 83-1010021-7670CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.1007/s11854-018-0056-5info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:48:53Zoai:ri.conicet.gov.ar:11336/88694instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:48:53.667CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Continuous time random walks and the Cauchy problem for the heat equation
title Continuous time random walks and the Cauchy problem for the heat equation
spellingShingle Continuous time random walks and the Cauchy problem for the heat equation
Aimar, Hugo Alejandro
Heat equation
Continuous time random walks
title_short Continuous time random walks and the Cauchy problem for the heat equation
title_full Continuous time random walks and the Cauchy problem for the heat equation
title_fullStr Continuous time random walks and the Cauchy problem for the heat equation
title_full_unstemmed Continuous time random walks and the Cauchy problem for the heat equation
title_sort Continuous time random walks and the Cauchy problem for the heat equation
dc.creator.none.fl_str_mv Aimar, Hugo Alejandro
Beltritti, Gastón
Gomez, Ivana Daniela
author Aimar, Hugo Alejandro
author_facet Aimar, Hugo Alejandro
Beltritti, Gastón
Gomez, Ivana Daniela
author_role author
author2 Beltritti, Gastón
Gomez, Ivana Daniela
author2_role author
author
dc.subject.none.fl_str_mv Heat equation
Continuous time random walks
topic Heat equation
Continuous time random walks
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv We deal with anomalous diffusions induced by continuous time random walks - CTRW in ℝn. A particle moves in ℝn in such a way that the probability density function u(·, t) of finding it in region Ω of ℝn is given by ∫Ωu(x, t)dx. The dynamics of the diffusion is provided by a space time probability density J(x, t) compactly supported in {t ≥ 0}. For t large enough, u satisfies the equation u(x, t) = [ (J− δ) * u] (x, t) , where δ is the Dirac delta in space-time. We give a sense to a Cauchy type problem for a given initial density distribution f. We use Banach fixed point method to solve it and prove that under parabolic rescaling of J, the equation tends weakly to the heat equation and that for particular kernels J, the solutions tend to the corresponding temperatures when the scaling parameter approaches 0.
Fil: Aimar, Hugo Alejandro. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina
Fil: Beltritti, Gastón. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina
Fil: Gomez, Ivana Daniela. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina
description We deal with anomalous diffusions induced by continuous time random walks - CTRW in ℝn. A particle moves in ℝn in such a way that the probability density function u(·, t) of finding it in region Ω of ℝn is given by ∫Ωu(x, t)dx. The dynamics of the diffusion is provided by a space time probability density J(x, t) compactly supported in {t ≥ 0}. For t large enough, u satisfies the equation u(x, t) = [ (J− δ) * u] (x, t) , where δ is the Dirac delta in space-time. We give a sense to a Cauchy type problem for a given initial density distribution f. We use Banach fixed point method to solve it and prove that under parabolic rescaling of J, the equation tends weakly to the heat equation and that for particular kernels J, the solutions tend to the corresponding temperatures when the scaling parameter approaches 0.
publishDate 2018
dc.date.none.fl_str_mv 2018-10
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/88694
Aimar, Hugo Alejandro; Beltritti, Gastón; Gomez, Ivana Daniela; Continuous time random walks and the Cauchy problem for the heat equation; Springer; Journal d'Analyse Mathématique; 136; 1; 10-2018; 83-101
0021-7670
CONICET Digital
CONICET
url http://hdl.handle.net/11336/88694
identifier_str_mv Aimar, Hugo Alejandro; Beltritti, Gastón; Gomez, Ivana Daniela; Continuous time random walks and the Cauchy problem for the heat equation; Springer; Journal d'Analyse Mathématique; 136; 1; 10-2018; 83-101
0021-7670
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.1007/s11854-018-0056-5
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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