# 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

, Volume 96 (1) – Jul 10, 2017

## 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.

/lp/aps_physical/calculating-how-long-it-takes-for-a-diffusion-process-to-effectively-UV3Le0S1QW
Publisher
American Physical Society (APS)
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

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