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Main Authors: Sattin, F., Escande, D. F.
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2505.02496
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author Sattin, F.
Escande, D. F.
author_facet Sattin, F.
Escande, D. F.
contents Differential equations need boundary conditions (BC's) for their solution. It is commonly acknowledged that differential equations and BC's are representative of independent physical processes, and no correlations between them is required. Two recent papers [D. Hilhorst, et al, Nonlinear Analysis, 245, 113561 (2024); J-W.Chung, et al, Jour. Math. Phys. 65, 071501 (2024)] focus on diffusion equations (DE's) in a case with continuity of the physics at the boundary, where transport coefficients go smoothly to zero in a very small layer about it. They argue that, once the analytical expression of the DE is chosen, only one kind of BC's may emerge (e.g., Neumann rather than Dirichlet). In this paper, we show that this case is very peculiar. Indeed, DE's generally arise as long-wavelength limit out of a stochastic picture of microscopic dynamics, in the form of an integro-differential Master Equation (ME). Accordingly, they are justified only on a statistical basis, provide accurate pictures of the system's evolution only over large enough length and time scales. In realistic cases, the width of the interface between the interior and exterior of the system is much smaller than transport scales, providing effectively a discontinuity and therefore a decorrelation between DE and BC.
format Preprint
id arxiv_https___arxiv_org_abs_2505_02496
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle About diffusion equations in bounded systems
Sattin, F.
Escande, D. F.
Mathematical Physics
Differential equations need boundary conditions (BC's) for their solution. It is commonly acknowledged that differential equations and BC's are representative of independent physical processes, and no correlations between them is required. Two recent papers [D. Hilhorst, et al, Nonlinear Analysis, 245, 113561 (2024); J-W.Chung, et al, Jour. Math. Phys. 65, 071501 (2024)] focus on diffusion equations (DE's) in a case with continuity of the physics at the boundary, where transport coefficients go smoothly to zero in a very small layer about it. They argue that, once the analytical expression of the DE is chosen, only one kind of BC's may emerge (e.g., Neumann rather than Dirichlet). In this paper, we show that this case is very peculiar. Indeed, DE's generally arise as long-wavelength limit out of a stochastic picture of microscopic dynamics, in the form of an integro-differential Master Equation (ME). Accordingly, they are justified only on a statistical basis, provide accurate pictures of the system's evolution only over large enough length and time scales. In realistic cases, the width of the interface between the interior and exterior of the system is much smaller than transport scales, providing effectively a discontinuity and therefore a decorrelation between DE and BC.
title About diffusion equations in bounded systems
topic Mathematical Physics
url https://arxiv.org/abs/2505.02496