The diffusion equation | Week 12 | MIT 18.S191 Fall 2020 | Grant Sanderson

แชร์
ฝัง
  • เผยแพร่เมื่อ 2 ธ.ค. 2024

ความคิดเห็น • 204

  • @bbugl
    @bbugl 4 ปีที่แล้ว +479

    i see grant in the thumbnail, i watch. simple man and such...

    • @skaterope
      @skaterope 4 ปีที่แล้ว

      yeahhh ! haha

    • @pafloxyq
      @pafloxyq 4 ปีที่แล้ว +2

      we all do.!!

    • @jesselybianto8650
      @jesselybianto8650 4 ปีที่แล้ว +3

      Likewise. He has that soothing voice.

    • @nuzlock4481
      @nuzlock4481 4 ปีที่แล้ว +2

      @@jesselybianto8650 kinda like math asmr

    • @javiercmh
      @javiercmh 4 ปีที่แล้ว +1

      Yes, no idea about diffusion, just wanted to watch him explaining it

  • @tangc
    @tangc 4 ปีที่แล้ว +282

    fun fact: Grant’s voice is more famous than his face

    • @vikranttyagiRN
      @vikranttyagiRN 4 ปีที่แล้ว +9

      I disagree. Everyone recognizes that plushy pie expressive face

    • @greenstatic9294
      @greenstatic9294 4 ปีที่แล้ว +27

      I had never seen his face before, I literally kept thinking "This guy sounds like 3 blue 1 brown" lmao

    • @tangc
      @tangc 4 ปีที่แล้ว

      @@vikranttyagiRN lol

    • @ne0ck237
      @ne0ck237 4 ปีที่แล้ว

      @@greenstatic9294 +++++

    • @jelco
      @jelco 4 ปีที่แล้ว

      Khan academy as well?

  • @brendanc7278
    @brendanc7278 3 ปีที่แล้ว +29

    Grant you NEED to do a series on PDEs. You are the best teacher I have ever encountered.

  • @Zacks.C-land
    @Zacks.C-land 4 ปีที่แล้ว +421

    Dude, you’re the voice of Bob Ross for math and science.
    We’ve got a happy little “differential equation” over here 🎨 and some excited molecules over here 🖼.

    • @JosephCatrambone
      @JosephCatrambone 4 ปีที่แล้ว +8

      Check out his channel, 3Blue1Brown. Lots more of this.

    • @RAyLV17
      @RAyLV17 4 ปีที่แล้ว +2

      There's another channel who does Bob Ross styled math explanations. Check out Tibees

    • @bamischijf_2757
      @bamischijf_2757 4 ปีที่แล้ว

      And a sad calculus student over there.

  • @ggaribarba
    @ggaribarba 4 ปีที่แล้ว +10

    "by the time we actually start doing something meaningful and physical with it we just turn it right back into a discrete one". Very insightful, thanks!

  • @subhasish-m
    @subhasish-m 4 ปีที่แล้ว +38

    The intuition and derivation for the heat equation was superb! It felt very natural

  • @majorfallacy5926
    @majorfallacy5926 4 ปีที่แล้ว +59

    Me: procrastinates studying heat and mass transfer all day
    also me: oh look a grant sanderson video *click*

  • @Tobaman111
    @Tobaman111 4 ปีที่แล้ว +56

    Excellent. I feel less dense already.

  • @MichaelG-gg2bz
    @MichaelG-gg2bz 4 ปีที่แล้ว +2

    Clicked for Grant, was surprised by intuitive explanation of stochastic calculus...this man is the gift that keeps on giving.

  • @JonasGranel
    @JonasGranel 4 ปีที่แล้ว +25

    Waaaait a minute! Isn't that the 3blue1brown guy?

  • @Quotenbrtchen
    @Quotenbrtchen 4 ปีที่แล้ว +9

    Once you've seen this derivation, you'll always remember the unit of the diffusivity coefficient. Very cool stuff!

  • @stefanobutelli3588
    @stefanobutelli3588 4 ปีที่แล้ว +10

    Very nice. As always you could be the greatest math divulgator of our time. This remembers me of my Stochastic Processes exam. From a symmetrical random walk (in 1D means same probability to go left or right) one can derive the diffusion equation, and from the asymmetrical version you can derive the Fokker-Planck equation, aka the diffusion-with-wind-equation :)

  • @eason3892
    @eason3892 4 ปีที่แล้ว +3

    This is the most intuitive explanation of the diffusion equation. I finally get a rough idea of it this time. Thanks, Grant

  • @dfunited1
    @dfunited1 4 ปีที่แล้ว +5

    Oh boy did I not continue deep enough into Calculus. I learned a lot, and will save this to my favorites for rewatching. Give this man some bongos.

  • @umedina98
    @umedina98 3 ปีที่แล้ว +1

    Man your explanations cant stop surprising me! I can keep thanking you for explaining in such an intuitive way. You feel the passion and the love for what you are doing.

  • @likithstochastic
    @likithstochastic ปีที่แล้ว

    15:00 - It's a nice way to look at the diffusion equation! The rate of change of the variable (partial derivative) is directly proportional to the curvature of the curve (as a function of the space), with Diffusion Coefficient being the proportionality constant. The parts of the curve where the magnitudes of the curvatures are high experience higher time rate of change. This explains why the curve smoothens out, or in other words 'straightens out' as time goes by.

  • @bahamut149
    @bahamut149 4 ปีที่แล้ว +75

    Me as a high school student: I can understand this equation.
    Me after university: Let me open my calculator app and check again if 6+7=13.

    • @skyli3945
      @skyli3945 4 ปีที่แล้ว

      damn multi-variable cal in high school lol

  • @OurNewestMember
    @OurNewestMember 3 ปีที่แล้ว

    Probably the best 20 minutes I've spent on TH-cam. I could just rant on the insight and intellectual value. Cheers! 👏👏👏

  • @andrewlesak236
    @andrewlesak236 4 ปีที่แล้ว +2

    loved watching the smooth transition from a simple idea to an equation

  • @Noceo
    @Noceo 4 ปีที่แล้ว +11

    This video just made me less dense. Loving it, thanks Grant!

  • @xintongbian
    @xintongbian 4 ปีที่แล้ว +6

    for the 1st time in my life i see the hope of understanding laplacian... it freaked me out every time when i try to understand graph convolution

  • @msergejev
    @msergejev 4 ปีที่แล้ว

    It is a revolutionary little equation. Basically, what it states is - the higher the inequality, the higher the incentive for change.

  • @laurentiustoleriu8110
    @laurentiustoleriu8110 4 ปีที่แล้ว +13

    Very high quality material. Just a small remark from a physicist after listening the first minute: heat is the one that flows, not the temperature.

  • @hooeezit
    @hooeezit 4 ปีที่แล้ว +1

    So beautifully and lucidly illustrated! I thank the TH-cam algorithm for bringing me to this channel.

  • @DuniC0
    @DuniC0 4 ปีที่แล้ว

    The "statistical noise" of 4:52 is not such, it isn't because the "random statistics" ( 4:38 ).
    It's actually because the implementation of the random walk explained at 3:52 :
    50% hop to the left, 50% hop to the right
    The resulting curve would be smoother:
    - if we interpolate the values between steps
    - if we add a third option: 33% hop to the left, 33% stay, 33% hop to the right
    - Even better if it had 3 options with a discrete normal distribution, ie: 25% hop to the left, 50% stay, 25% hop to the right
    - The best would be a continuous normal distribution

  • @emperorpingusmathchannel5365
    @emperorpingusmathchannel5365 4 ปีที่แล้ว +176

    I think Grant is the feynman of 21st century when it comes to teaching.

    • @nitfens6863
      @nitfens6863 4 ปีที่แล้ว +5

      +

    • @jawad9757
      @jawad9757 4 ปีที่แล้ว +18

      Nah, he's the Grant Sanderson of 21st century teaching

    • @victormilev
      @victormilev 4 ปีที่แล้ว +1

      Jawad this

    • @prashanthkumar0
      @prashanthkumar0 4 ปีที่แล้ว +1

      agree

  • @marccox8977
    @marccox8977 4 ปีที่แล้ว +7

    Thanks Grant ! One take away for me : Directly-Unsolvable PDE, Numerical simulations to the rescue !

  • @micahcantor7356
    @micahcantor7356 4 ปีที่แล้ว +5

    Wow, that 3D graph of the surface was incredibly well visualized.

    • @gileee
      @gileee 4 ปีที่แล้ว

      That's what Grant, the dude in the video, does. 3Blue1Brown is his TH-cam channel. One of the best math education/visualization channels on this whole site.

    • @micahcantor7356
      @micahcantor7356 4 ปีที่แล้ว +1

      @@gileee Oh I know. I've played around with manim (the software library he uses to make the animations) myself, but Grant is still by far the king of making visualizations like these.

  • @DrKjoergoe
    @DrKjoergoe 4 ปีที่แล้ว

    19:00 oh wow, this really opened my eyes regarding why exactly the mean value formula for harmonic functions works!

  • @GalinaLipunova
    @GalinaLipunova 4 หลายเดือนก่อน

    20:30 In some cases you can solve this equation exactly (Green functions, etc.). So you can kind of check your computer code against these solutions

  • @rif6876
    @rif6876 4 ปีที่แล้ว +1

    And I think that if you give the time dependent side an imaginary number, you get the schrodinger equation from quantum mechanics.

  • @mingyang2128
    @mingyang2128 4 ปีที่แล้ว +15

    So beautiful! We also use this equation in population genetics to study how allele frequency changes along with time.

    • @Tobaman111
      @Tobaman111 4 ปีที่แล้ว +1

      I'm new to the field. Could you recommend a reference with implementation?

  • @mengyuwang5159
    @mengyuwang5159 3 ปีที่แล้ว

    Gorgeous way of teaching diffusion equation!

  • @tariq3erwa
    @tariq3erwa 4 ปีที่แล้ว

    2:54 if you are watching on phone and full screen and jiggle the phone a bit while looking at the dot It'll make a nice effect

  • @1q1q1q1q1q1q1qw
    @1q1q1q1q1q1q1qw 3 ปีที่แล้ว

    i really like your style and appreciate it that you explain julia

  • @miro.s
    @miro.s 4 ปีที่แล้ว

    Inspiring video. It made me to think about generalized Pythagorean theorem coming from duality in linear spaces. The divergence is another result of the duality that is coming from linearity it is keeping invariant and doesn't change with unitary transformations.

  • @saxy1player
    @saxy1player 4 ปีที่แล้ว

    I like the approach (thinking about random walk) and the clarity of the explanation :)

  • @farrankhawaja9856
    @farrankhawaja9856 4 ปีที่แล้ว +2

    Ahhhh, so this is the '1brown'. Love your videos so much!

  • @imdadood5705
    @imdadood5705 4 ปีที่แล้ว +7

    If I had his voice, I’d never stop talking! 😂

  • @muknunjoon
    @muknunjoon 8 หลายเดือนก่อน

    How does this man teach everything I learn?

  • @GraphiSx
    @GraphiSx 4 ปีที่แล้ว

    Finite differences, it makes more to use finite volume schemes, specificly when D is not a constant

  • @whatitmeans
    @whatitmeans 4 ปีที่แล้ว

    When you start talking about the brownian motion and then later appears de squared of the delta_x I was waiting for you to start talking about how this thing are managed to be constant allowing the solution truly exist, introducing in this way you viewers into Ito's Calculus.... hope you can extend the video with this modern view of Brownian motions analysis. Thanks you beforehand!

  • @tranly6883
    @tranly6883 4 ปีที่แล้ว

    first time here and worth it, i see grant's handwriting

  • @stefano8936
    @stefano8936 3 ปีที่แล้ว

    The temperature do not just GENERALLY flow from the warm part to the cold part. It's the first law of thermodynamics.

  • @samlopezruiz
    @samlopezruiz 2 ปีที่แล้ว

    Brilliant animations as always!

  • @BTElectric
    @BTElectric 4 ปีที่แล้ว +1

    Ohhhh nice. I'm in a semiconductor course and was wondering how ficks law came to be.

  • @oraz.
    @oraz. 4 ปีที่แล้ว +3

    Frikkin wizard-man, this guy!

  • @PapaFlammy69
    @PapaFlammy69 4 ปีที่แล้ว +297

    11111

    • @D.Axtmann
      @D.Axtmann 4 ปีที่แล้ว +11

      x=x+1

    • @dharshan1570
      @dharshan1570 4 ปีที่แล้ว +17

      Let ε < 0.

    • @myaseena
      @myaseena 4 ปีที่แล้ว +10

      area over curve

    • @Naverb
      @Naverb 4 ปีที่แล้ว +8

      AoE2?

    • @HDitzzDH
      @HDitzzDH 4 ปีที่แล้ว +11

      Suppose 1=2

  • @grainfrizz
    @grainfrizz 4 ปีที่แล้ว

    It already clicked when you increased to dots to 10,000. That's why you're a great teacher, Grant.
    P.s. missed 3b1b.

  • @BryanLeeWilliams
    @BryanLeeWilliams 4 ปีที่แล้ว +4

    Wow, TH-cam has never shown me these. And I never noticed them on Twitter I guess.

  • @Lyr00
    @Lyr00 4 ปีที่แล้ว +2

    0:06 guess i now know why his channel is named "3blue1brown. and i got the same eyes as him, just the 3 blue is grey for me and i also have a smaller brown dot in my other eye

  • @tempdeltavalue
    @tempdeltavalue 2 ปีที่แล้ว +1

    A bit unclear why we have dX^2 in denominator when we take difference of differences 😢

  • @dream-sage1017
    @dream-sage1017 4 ปีที่แล้ว

    It was great. Your videos are amazing. I hope you continue to upload these kind of videos.

  • @andrewkreisher689
    @andrewkreisher689 4 ปีที่แล้ว

    I took this class last semester wish i would have waited for this one!!!

  • @smal7812
    @smal7812 4 ปีที่แล้ว +1

    No idea how this ended up in my Recommended at 01:15 am but I did like it.

  • @gustavoexel5569
    @gustavoexel5569 4 ปีที่แล้ว +1

    It'd be nice to see some Finite Volumes Method solving the diffusion problem...

  • @apostolosvrontos5792
    @apostolosvrontos5792 4 ปีที่แล้ว

    Very beautiful explanation video. Now you can blink

  • @BRunoAWAY
    @BRunoAWAY 4 ปีที่แล้ว

    I prefer using conservation of mass in integral form and the divergence theorem tô deduce the equation

  • @scichord
    @scichord 3 ปีที่แล้ว

    Anyone have any good resources (books/simple papers) for doing this kind of thing on a finite grid? I've been trying this with random walks on 8-neighbors and it keeps drifting and settling in the center and I'm not sure why that is.

  • @marouaniAymen
    @marouaniAymen 2 ปีที่แล้ว

    I liked this video, but why the Schrodinger Equation is a diffusion equation ? Perhaps the Wave Function is diffusing in space, any idea ?

  • @isbestlizard
    @isbestlizard 4 ปีที่แล้ว +24

    HEY I KNOW THIS VOICE :O

  • @bitansarkar6463
    @bitansarkar6463 4 ปีที่แล้ว +5

    when will you come back to 3blue1brown :(

    • @HaydenDoingThings
      @HaydenDoingThings 4 ปีที่แล้ว

      He's producing lectures for MIT... obviously that's much more prestigious than a TH-cam channel.

  • @leonardosandovalpabon6561
    @leonardosandovalpabon6561 4 ปีที่แล้ว

    Hi! Why did you define the number of particles in the boxes as densities rather than concentrations? Are you assuming that the particles occupy all the volume of the boxes?

  • @asifequbal8390
    @asifequbal8390 3 ปีที่แล้ว

    How can I make such animation?

  • @UmarUmar-bg1fj
    @UmarUmar-bg1fj 2 ปีที่แล้ว

    Excellent channel

  • @arnavrawat9864
    @arnavrawat9864 4 ปีที่แล้ว

    Is there a course for differential equations

  • @int16_t
    @int16_t 3 ปีที่แล้ว

    Everyone is commenting about him, but no one is talking about the topic. Probably because it was explained clearly.

  • @asadmamun5772
    @asadmamun5772 2 ปีที่แล้ว

    Amazing explanation. Thanks a lot.

  • @Guytron95
    @Guytron95 4 ปีที่แล้ว

    Bonus: the diffusion equation plays a central role in Grover's function inversion algorithm in quantum computing.

  • @lemsolaris67
    @lemsolaris67 3 ปีที่แล้ว

    Great ! Makes me feel mathematical young, but I’m not young I did these exams 30 years ago, I wish I had this fun at the time

  • @ezioauditore4109
    @ezioauditore4109 8 หลายเดือนก่อน

    why did the uppercase D disappear

  • @quaidcarlobulloch9300
    @quaidcarlobulloch9300 4 ปีที่แล้ว +1

    Brilliant content, thank you!

  • @sajidhaniff01
    @sajidhaniff01 2 ปีที่แล้ว

    Awesome! Thanks Grant

  • @saiputcha1730
    @saiputcha1730 4 ปีที่แล้ว

    What if the fraction of the density variation is not 1/2?

  • @Abhishek-hy8xe
    @Abhishek-hy8xe 4 ปีที่แล้ว +1

    Temperature does not flow. Its eat.

  • @uzdik.student
    @uzdik.student 4 ปีที่แล้ว +1

    Is it a Blue Yeti microphone?

  • @trivialstuff2384
    @trivialstuff2384 4 ปีที่แล้ว +5

    I'll be Happy If He writes a book on Mathematics.

  • @gilmartrevisan
    @gilmartrevisan 4 ปีที่แล้ว

    Great class, professor.

  • @THEDIVINEMISCARRIAGE
    @THEDIVINEMISCARRIAGE 4 ปีที่แล้ว +13

    this makes a math nerd happy 😭

  • @OldManSilencer
    @OldManSilencer 4 ปีที่แล้ว +1

    your voice sounds like 3 blue 1 brown. good lecture but was surprised to hear that exact voice cadence.

  • @yangwang3687
    @yangwang3687 10 หลายเดือนก่อน

    You have good looking, good voice and good teaching!

  • @Gunth0r
    @Gunth0r 4 ปีที่แล้ว +1

    you had me at "hot rod"

  • @livedandletdie
    @livedandletdie 4 ปีที่แล้ว

    So that's why cityfolks where I live can't understand the keep your distance signs. Because they're too dense. Which means they don't keep distance...

  • @robertgalindo5979
    @robertgalindo5979 4 ปีที่แล้ว

    3blue1brown has a second channel? I had no idea.

  • @randomrandom4535
    @randomrandom4535 3 ปีที่แล้ว

    Absolutely perfect.

  • @jewulo
    @jewulo 4 ปีที่แล้ว

    Dear Grant,
    What software do you use to create the interactive graphical animations for your videos? Is this commercial software? Perhaps, did you write the software? If so are you able to opensource for those interested in the code? Thanks as always from a keen learner from your work.
    Regards,
    Joshua

    • @tarekacila9204
      @tarekacila9204 ปีที่แล้ว

      He uses a library called Manim in Python. As far as I know, he is the one who founded this library.

  • @RajanNarasimhan
    @RajanNarasimhan 3 ปีที่แล้ว

    Incredible!

  • @DanGM123
    @DanGM123 4 ปีที่แล้ว +4

    10:22 was a little handwavy imo

    • @fullfungo
      @fullfungo 4 ปีที่แล้ว

      10:44 is the explanation. You can transform Δ(Δρ/Δx) into Δ(Δρ)/Δx because Δ(Δρ/Δx) = Δρ/Δx - Δρ’/Δx = (Δρ-Δρ’)/Δx = Δ(Δρ)/Δx. Then you combine 1/Δx and 1/Δx into 1/(Δx)^2

  • @jhanolaer8286
    @jhanolaer8286 2 ปีที่แล้ว

    Sir,please teach us also about advection..please😥

  • @hamzamameche3893
    @hamzamameche3893 4 ปีที่แล้ว

    Hi, I'd like to know how did you make the graph animation
    thanks

    • @nbme-answers
      @nbme-answers 3 ปีที่แล้ว

      it's his own library called Manim ("math animations"); it is open source

  • @TheKaylotta
    @TheKaylotta 4 ปีที่แล้ว

    amazing explanation !

  • @BRunoAWAY
    @BRunoAWAY 4 ปีที่แล้ว

    The best equation ver 🥰

  • @RobertoMariani
    @RobertoMariani 4 ปีที่แล้ว

    3 Blue 1 Brown is DIFFUSING!

  • @iammanishverma
    @iammanishverma 4 ปีที่แล้ว

    Very well explained !!

  • @ilustrado7291
    @ilustrado7291 4 ปีที่แล้ว

    This is Pewdiepie if Pewdiepie is a mathematician.

  • @rodrigoserafim8834
    @rodrigoserafim8834 4 ปีที่แล้ว

    Rho, rho, rho your boat
    Gently down the slope
    Merrily, merrily, merrily, merrily
    Life is but a delta

  • @Pedritox0953
    @Pedritox0953 4 ปีที่แล้ว

    AWESOME EXPLANATION!!!

  • @arjayUU
    @arjayUU 4 ปีที่แล้ว +1

    Somebody buy this man a nice pen and squared paper!

  • @SaveSoilSaveSoil
    @SaveSoilSaveSoil 2 ปีที่แล้ว

    This was helpful! Thank you!

  • @MinecraftBro13
    @MinecraftBro13 4 ปีที่แล้ว

    how do you make money with this