New exact and numerical solutions of the (convection–)diffusion kernels on SE(3)

J.M. Portegies, R. Duits

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Abstract

We consider hypo-elliptic diffusion and convection–diffusion on R3⋊S2, the quotient of the Lie group of rigid body motions SE(3) in which group elements are equivalent if they are equal up to a rotation around the reference axis. We show that we can derive expressions for the convolution kernels in terms of eigenfunctions of the PDE, by extending the approach for the SE(2) case. This goes via application of the Fourier transform of the PDE in the spatial variables, yielding a second order differential operator. We show that the eigenfunctions of this operator can be expressed as (generalized) spheroidal wave functions. The same exact formulas are derived via the Fourier transform on SE(3). We solve both the evolution itself, as well as the time-integrated process that corresponds to the resolvent operator. Furthermore, we have extended a standard numerical procedure from SE(2) to SE(3) for the computation of the solution kernels, that is directly related to the exact solutions.

Original languageEnglish
Pages (from-to)182-219
Number of pages38
JournalDifferential Geometry and its Applications
Volume53
DOIs
Publication statusPublished - 1 Aug 2017

Keywords

  • Diffusion process
  • Direction process
  • Fourier analysis
  • Lie groups
  • Partial differential equations
  • Sturm–Liouville theory

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