Calculating how long it takes for a diffusion process to effectively reach steady state without computing the transient solution

Mathematically, it takes an infinite amount of time for the transient solution of a diffusion equation to transition from initial to steady state. Calculating a \textit{finite} transition time, defined as the time required for the transient solution to transition to within a small prescribed tolerance of the steady state solution, is much more useful in practice. In this paper, we study estimates of finite transition times that avoid explicit calculation of the transient solution by using the property that the transition to steady state defines a cumulative distribution function when time is treated as a random variable. In total, three approaches are studied: (i) mean action time (ii) mean plus one standard deviation of action time and (iii) a new approach derived by approximating the large time asymptotic behaviour of the cumulative distribution function. The new approach leads to a simple formula for calculating the finite transition time that depends on the prescribed tolerance $\delta$ and the $(k-1)$th and $k$th moments ($k \geq 1$) of the distribution. Results comparing exact and approximate finite transition times lead to two key findings. Firstly, while the first two approaches are useful at characterising the time scale of the transition, they do not provide accurate estimates for diffusion processes. Secondly, the new approach allows one to calculate finite transition times accurate to effectively any number of significant digits, using only the moments, with the accuracy increasing as the index $k$ is increased.Comment: 17 pages, 2 figures, accepted version of paper published in Physical Review

Kinematic Self-Similar Cylindrically Symmetric Solutions

This paper is devoted to find out cylindrically symmetric kinematic self-similar perfect fluid and dust solutions. We study the cylindrically symmetric solutions which admit kinematic self-similar vectors of second, zeroth and infinite kinds, not only for the tilted fluid case but also for the parallel and orthogonal cases. It is found that the parallel case gives contradiction both in perfect fluid and dust cases. The orthogonal perfect fluid case yields a vacuum solution while the orthogonal dust case gives contradiction. It is worth mentioning that the tilted case provides solution both for the perfect as well as dust cases.Comment: 22 pages, accepted for publication in Int. J. of Mod. Phys.

Dynamics of kinks in the Ginzburg-Landau equation: Approach to a metastable shape and collapse of embedded pairs of kinks

We consider initial data for the real Ginzburg-Landau equation having two widely separated zeros. We require these initial conditions to be locally close to a stationary solution (the ``kink'' solution) except for a perturbation supported in a small interval between the two kinks. We show that such a perturbation vanishes on a time scale much shorter than the time scale for the motion of the kinks. The consequences of this bound, in the context of earlier studies of the dynamics of kinks in the Ginzburg-Landau equation, [ER], are as follows: we consider initial conditions $v_0$ whose restriction to a bounded interval $I$ have several zeros, not too regularly spaced, and other zeros of $v_0$ are very far from $I$. We show that all these zeros eventually disappear by colliding with each other. This relaxation process is very slow: it takes a time of order exponential of the length of $I$

New homogenization approaches for stochastic transport through heterogeneous media

The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative jump coefficients can arise when transport operators are discretized on heterogeneous domains. Often this is dealt with through homogenization approximations by replacing the heterogeneous medium with an $\textit{effective}$ homogeneous medium. In this work, we present a new class of homogenization approximations by considering a stochastic diffusive transport model on a one-dimensional domain containing an arbitrary number of layers with different jump rates. We derive closed form solutions for the $k$th moment of particle lifetime, carefully explaining how to deal with the internal interfaces between layers. These general tools allow us to derive simple formulae for the effective transport coefficients, leading to significant generalisations of previous homogenization approaches. Here, we find that different jump rates in the layers gives rise to a net bias, leading to a non-zero advection, for the entire homogenized system. Example calculations show that our generalized approach can lead to very different outcomes than traditional approaches, thereby having the potential to significantly affect simulation studies that use homogenization approximations.Comment: 9 pages, 2 figures, accepted version of paper published in The Journal of Chemical Physic

Accurate and efficient calculation of response times for groundwater flow

We study measures of the amount of time required for transient flow in heterogeneous porous media to effectively reach steady state, also known as the response time. Here, we develop a new approach that extends the concept of mean action time. Previous applications of the theory of mean action time to estimate the response time use the first two central moments of the probability density function associated with the transition from the initial condition, at $t=0$, to the steady state condition that arises in the long time limit, as $t \to \infty$. This previous approach leads to a computationally convenient estimation of the response time, but the accuracy can be poor. Here, we outline a powerful extension using the first $k$ raw moments, showing how to produce an extremely accurate estimate by making use of asymptotic properties of the cumulative distribution function. Results are validated using an existing laboratory-scale data set describing flow in a homogeneous porous medium. In addition, we demonstrate how the results also apply to flow in heterogeneous porous media. Overall, the new method is: (i) extremely accurate; and (ii) computationally inexpensive. In fact, the computational cost of the new method is orders of magnitude less than the computational effort required to study the response time by solving the transient flow equation. Furthermore, the approach provides a rigorous mathematical connection with the heuristic argument that the response time for flow in a homogeneous porous medium is proportional to $L^2/D$, where $L$ is a relevant length scale, and $D$ is the aquifer diffusivity. Here, we extend such heuristic arguments by providing a clear mathematical definition of the proportionality constant.Comment: 22 pages, 3 figures, accepted version of paper published in Journal of Hydrolog