On the causality of real-valued semigroups and diffusion

DOI10.1002/MMA.1557MaRDI QIDQ3118878zbMATH OpenOpenAlexFDO

Authors Richard Kowar

Publication date 5 March 2012

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.3280

zbMATH Keywords

casualitydiffusion modelfinite speed of propagationsemigroups

Mathematics Subject Classification ID

Heat equation (35K05) PDEs in connection with mechanics of particles and systems of particles (35Q70) One-parameter semigroups and linear evolution equations (47D06) Stochastic processes (60G99)

Abstract: In this paper we show that a process modeled by a strongly continuous real-valued semigroup (that has a space convolution operator as infinitesimal generator) cannot satisfy causality. We present and analyze a causal model of diffusion that satisfies the semigroup property at a discrete set of time points $M:=a{u}_m,|,min{N}_0$ and that is in contrast to the classical diffusion model not smooth. More precisely, if $v$ denotes the concentration of a substance diffusing with constant speed, then $v$ is continuous but its time derivative is discontinuous at the discrete set $M$ of time points. It is this property of diffusion that forbids the classical limit procedure that leads to the noncausal diffusion model in Stochastics. Furthermore, we show that diffusion with constant speed satisfies an inhomogeneous wave equation with a time dependent coefficient.

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• Integral equation models for thermoacoustic imaging of acoustic dissipative tissue
• Variational methods in imaging

Cited in

(2)

• Analysis of a causal diffusion model and its backwards diffusion problem
• Causality between stopped filtrations and some applications

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