We consider a spatial domain
Ω⊂Rd (d = 2 or 3), a time interval
I=[0,T], and
a diffusion equation of the following form:
m0​(x)∂t​u(x,t)−∇⋅(D(x)∇u(x,t))=0,
with initial conditions
u(x,0)=uinit​(x).
Here,
u denotes the space- and time-dependent diffusive field and
uinit​ are describes external forces.
∂t​ denotes the first time derivative and
∇ the spatial gradient operator.
Furthermore, the scalar parameter
m0​ and the symmetric second-order diffusion tensor
D are space-dependent coefficients.
D can be related to a Wiener process using the relation
\mathcal{D} = \frac{1}{2} \sigma \sigma\,^T,
which direction-dependent smoothing lengths
σi​.
For the special case of
m0​=1 and
T=1,
σ corresponds to the standard deviation of the Gaussian smoothing in meters.
In the isotropic case,
D simplifies to a scalar value, in which case we may re-write the diffusion equation as
m0​(x)∂t​u(x,t)−∇⋅(m1​(x)∇u(x,t))=0,
with
m1​=0.5∗σ2 and the isotropic smoothing length
σ.