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

Calculating how long it takes for a diffusion process to effectively reach steady state without... 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 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) an approach we derive by approximating the large time asymptotic behavior of the cumulative distribution function. Our approach leads to a simple formula for calculating the finite transition time that depends on the prescribed tolerance δ and the (k−1)th and kth moments (k≥1) of the distribution. Results comparing exact and approximate finite transition times lead to two key findings. First, although the first two approaches are useful at characterizing the time scale of the transition, they do not provide accurate estimates for diffusion processes. Second, 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Physical Review E American Physical Society (APS)

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

Preview Only

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

Abstract

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 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) an approach we derive by approximating the large time asymptotic behavior of the cumulative distribution function. Our approach leads to a simple formula for calculating the finite transition time that depends on the prescribed tolerance δ and the (k−1)th and kth moments (k≥1) of the distribution. Results comparing exact and approximate finite transition times lead to two key findings. First, although the first two approaches are useful at characterizing the time scale of the transition, they do not provide accurate estimates for diffusion processes. Second, 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.
Loading next page...
 
/lp/aps_physical/calculating-how-long-it-takes-for-a-diffusion-process-to-effectively-UV3Le0S1QW
Publisher
American Physical Society (APS)
Copyright
Copyright © ©2017 American Physical Society
ISSN
1539-3755
eISSN
550-2376
D.O.I.
10.1103/PhysRevE.96.012116
Publisher site
See Article on Publisher Site

Abstract

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 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) an approach we derive by approximating the large time asymptotic behavior of the cumulative distribution function. Our approach leads to a simple formula for calculating the finite transition time that depends on the prescribed tolerance δ and the (k−1)th and kth moments (k≥1) of the distribution. Results comparing exact and approximate finite transition times lead to two key findings. First, although the first two approaches are useful at characterizing the time scale of the transition, they do not provide accurate estimates for diffusion processes. Second, 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.

Journal

Physical Review EAmerican Physical Society (APS)

Published: Jul 10, 2017

There are no references for this article.

Sorry, we don’t have permission to share this article on DeepDyve,
but here are related articles that you can start reading right now:

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create lists to
organize your research

Export lists, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off