19 Anisotropic Extension Analysis
This chapter establishes the physical correctness of the anisotropic exchange factor transformation by proving that the final interaction-reflection-scattering matrix \mathbf{K} satisfies the fundamental physical bounds: 0 \leq \mathbf{K}_{ij} \leq \mathbf{F}_{ij} for all elements. These bounds guarantee non-negativity (no negative probabilities) and energy conservation. It is then proven that the row-stochastic normalization preserves the key algebraic identity that ensures global energy balance.
19.1 Physical Bounds on the Interaction Matrix
The construction of \mathbf{K} through the anisotropic parameterization must satisfy strict element-wise bounds to be physically valid.
Theorem 19.1 For the anisotropic formulation with properly bounded scaling coefficient c, the interaction-reflection-scattering matrix \mathbf{K} satisfies:
0 \leq \mathbf{K}_{ij} \leq \mathbf{F}_{ij} \quad \forall \; i,j
The proof proceeds through two lemmas establishing each inequality.
19.1.1 Lower Bound: Non-Negativity
Lemma 19.1 For any element (i,j), the constraint \mathbf{K}_{ij} \geq 0 is satisfied if:
c \leq \frac{b_j}{\Delta_i(1-b_j) - (2\Gamma_{ij}-1)m_j}
whenever the denominator is positive, where:
- \Delta_i = \sum_k F_{ik}(2\Gamma_{ik}-1)m_k
- m_j = \min(b_j, 1-b_j)
Proof. From Eq. 16.9, it holds that:
\mathbf{K}_{ij} = \frac{\mathbf{K}_{\mathrm{init},ij}}{\mathbf{s}_i} - \mathbf{F}_{ij} \cdot \mathbf{P}_{jj} \left(1 - \frac{1}{\mathbf{s}_i}\right)
Substituting \mathbf{K}_{\mathrm{init},ij} = \mathbf{F}_{ij} \cdot \mathbf{B}_{\mathrm{init},ij} and \mathbf{P}_{jj} = 1-b_j:
\mathbf{K}_{ij} = \mathbf{F}_{ij} \left[\frac{\mathbf{B}_{\mathrm{init},ij}}{\mathbf{s}_i} - (1-b_j)\left(1 - \frac{1}{\mathbf{s}_i}\right)\right]
Simplifying:
\mathbf{K}_{ij} = \mathbf{F}_{ij} \cdot \frac{\mathbf{B}_{\mathrm{init},ij} - (\mathbf{s}_i - 1)(1-b_j)}{\mathbf{s}_i}
Step 1: For \mathbf{K}_{ij} \geq 0 (and \mathbf{s}_i > 0), it is necessary that:
\mathbf{B}_{\mathrm{init},ij} \geq (\mathbf{s}_i - 1)(1-b_j)
Step 2: Express \mathbf{s}_i from Eq. 16.10:
\mathbf{s}_i = \sum_k \mathbf{F}_{ik}(\mathbf{B}_{\mathrm{init},ik} + 1 - b_k)
Substituting \mathbf{B}_{\mathrm{init},ik} = b_k + c(2\Gamma_{ik}-1)m_k:
\mathbf{s}_i = \sum_k \mathbf{F}_{ik}(b_k + c(2\Gamma_{ik}-1)m_k + 1 - b_k)
\mathbf{s}_i = \sum_k \mathbf{F}_{ik}(1 + c(2\Gamma_{ik}-1)m_k)
Since \sum_k \mathbf{F}_{ik} = 1 (row-stochastic):
\mathbf{s}_i = 1 + c\sum_k \mathbf{F}_{ik}(2\Gamma_{ik}-1)m_k = 1 + c\Delta_i
Step 3: Substitute back into the constraint:
b_j + c(2\Gamma_{ij}-1)m_j \geq c\Delta_i(1-b_j)
b_j \geq c[\Delta_i(1-b_j) - (2\Gamma_{ij}-1)m_j]
Step 4: When the term in brackets is positive:
c \leq \frac{b_j}{\Delta_i(1-b_j) - (2\Gamma_{ij}-1)m_j}
When the term in brackets is non-positive, the constraint is automatically satisfied for any c \geq 0. ✓
19.1.2 Upper Bound: Physical Limit
Lemma 19.2 For any element (i,j), the constraint \mathbf{K}_{ij} \leq \mathbf{F}_{ij} is satisfied if:
c \leq \frac{1-b_j}{(2\Gamma_{ij}-1)m_j - \Delta_i(2-b_j)}
whenever the denominator is positive.
Proof. Step 1: From the expression for \mathbf{K}_{ij}, it is necessary that:
\frac{\mathbf{B}_{\mathrm{init},ij} - (\mathbf{s}_i - 1)(1-b_j)}{\mathbf{s}_i} \leq 1
Multiplying by \mathbf{s}_i > 0:
\mathbf{B}_{\mathrm{init},ij} - (\mathbf{s}_i - 1)(1-b_j) \leq \mathbf{s}_i
\mathbf{B}_{\mathrm{init},ij} \leq \mathbf{s}_i + (\mathbf{s}_i - 1)(1-b_j)
\mathbf{B}_{\mathrm{init},ij} \leq \mathbf{s}_i[1 + (1-b_j)] - (1-b_j)
\mathbf{B}_{\mathrm{init},ij} \leq \mathbf{s}_i(2-b_j) - (1-b_j)
Step 2: Substitute \mathbf{s}_i = 1 + c\Delta_i and \mathbf{B}_{\mathrm{init},ij} = b_j + c(2\Gamma_{ij}-1)m_j:
b_j + c(2\Gamma_{ij}-1)m_j \leq (1 + c\Delta_i)(2-b_j) - (1-b_j)
b_j + c(2\Gamma_{ij}-1)m_j \leq (2-b_j) + c\Delta_i(2-b_j) - (1-b_j)
b_j + c(2\Gamma_{ij}-1)m_j \leq 1 + c\Delta_i(2-b_j)
c[(2\Gamma_{ij}-1)m_j - \Delta_i(2-b_j)] \leq 1 - b_j
Step 3: When the term in brackets is positive:
c \leq \frac{1-b_j}{(2\Gamma_{ij}-1)m_j - \Delta_i(2-b_j)}
When the term in brackets is non-positive, the constraint is automatically satisfied for any c \geq 0. ✓
19.2 Energy Conservation
Having established physical bounds on \mathbf{K}, it is now proven that the construction preserves energy conservation through the key algebraic identity.
19.2.1 Preservation of the Fundamental Identity
Theorem 19.2 For the anisotropic formulation with row-stochastic normalization, the fundamental identity holds:
\mathbf{F}(\mathbf{1} - \mathbf{b}) = (\mathbf{I} - \mathbf{K})\mathbf{1}
where \mathbf{b} is the vector of reflection-scattering coefficients.
Proof. Step 1: Analyze the row sums of \mathbf{K}.
From Eq. 16.7 and the row-stochastic property of \mathbf{T} (where \sum_j \mathbf{T}_{ij} = 1):
\sum_j \mathbf{K}_{ij} = \sum_j \mathbf{T}_{ij} - \sum_j \mathbf{F}_{ij} \cdot \mathbf{P}_{jj}
\sum_j \mathbf{K}_{ij} = 1 - \sum_j \mathbf{F}_{ij} \cdot (1-b_j)
Step 2: Express (\mathbf{I} - \mathbf{K})\mathbf{1}.
[(\mathbf{I} - \mathbf{K})\mathbf{1}]_i = 1 - \sum_j \mathbf{K}_{ij}
Substituting from Step 1:
[(\mathbf{I} - \mathbf{K})\mathbf{1}]_i = 1 - \left(1 - \sum_j \mathbf{F}_{ij}(1-b_j)\right)
[(\mathbf{I} - \mathbf{K})\mathbf{1}]_i = \sum_j \mathbf{F}_{ij}(1-b_j) = [\mathbf{F}(\mathbf{1}-\mathbf{b})]_i
Therefore: \mathbf{F}(\mathbf{1} - \mathbf{b}) = (\mathbf{I} - \mathbf{K})\mathbf{1} ✓
This theorem is the cornerstone of energy conservation. The row-stochastic normalization ensures that despite the full matrix structure of \mathbf{B}_{\mathrm{init}} (rather than column-constant), the fundamental relationship between \mathbf{F}, \mathbf{K}, and \mathbf{b} is preserved.
All subsequent eigenvalue properties from the isotropic case carry over directly to the anisotropic case.
19.2.2 Energy Conservation for Uniform Systems
Theorem 19.3 For a system with uniform reflection-scattering coefficients \mathbf{b} = b\mathbf{1} where b \in [0,1), the system matrix \mathbf{C} satisfies:
\mathbf{1}^T\mathbf{C}\mathbf{j} = 0
for any solution \mathbf{j} of the mixed boundary system \mathbf{M}\mathbf{j} = \mathbf{h}.
Proof. Step 1: From Theorem 19.2, left-multiply by (\mathbf{I}-\mathbf{K})^{-1}:
(\mathbf{I}-\mathbf{K})^{-1}\mathbf{F}(\mathbf{1}-\mathbf{b}) = \mathbf{1}
Left-multiply by \mathbf{P} = (1-b)\mathbf{I} for uniform b:
\mathbf{P}(\mathbf{I}-\mathbf{K})^{-1}\mathbf{F}(\mathbf{1}-\mathbf{b}) = \mathbf{P}\mathbf{1} = (1-b)\mathbf{1}
Step 2: The left side equals \mathbf{A} + \mathbf{R} from Eq. 16.13 and Eq. 16.14:
(\mathbf{A} + \mathbf{R})(\mathbf{1}-\mathbf{b}) = (1-b)\mathbf{1} = (\mathbf{1}-\mathbf{b})
Therefore (\mathbf{1}-\mathbf{b}) is an eigenvector of \mathbf{A}+\mathbf{R} with real eigenvalue 1.
Step 3: Taking the transpose:
(\mathbf{1}-\mathbf{b})^T(\mathbf{A}^T + \mathbf{R}^T) = (\mathbf{1}-\mathbf{b})^T
(\mathbf{1}-\mathbf{b})^T(\mathbf{I} - \mathbf{A}^T - \mathbf{R}^T) = \mathbf{0}^T
(\mathbf{1}-\mathbf{b})^T\mathbf{C} = \mathbf{0}^T
Step 4: For uniform b: (1-b)\mathbf{1}^T\mathbf{C} = \mathbf{0}^T, and since (1-b) > 0:
\mathbf{1}^T\mathbf{C} = \mathbf{0}^T
Therefore: \mathbf{1}^T\mathbf{C}\mathbf{j} = 0 ✓
This proof is identical to the isotropic case. The only requirement was establishing Theorem 19.2 for the anisotropic formulation. Once that identity is proven, energy conservation follows automatically.
This demonstrates the elegance of the row-stochastic normalization: it preserves the fundamental algebraic structure regardless of the complexity of \mathbf{\Gamma}.
19.2.3 Energy Conservation for Mixed Boundary Conditions
Theorem 19.4 Consider a mixed boundary system \mathbf{M}\mathbf{j} = \mathbf{h} where:
- Rows I of \mathbf{M} are taken from \mathbf{C} with corresponding \mathbf{h}_I = \mathbf{0}
- Reflection-scattering coefficients on rows I can be non-uniform: 0 \leq b_i < 1 for all i \in I
- Rows J of \mathbf{M} are taken from \mathbf{D} with corresponding \mathbf{h}_J \geq \mathbf{0}
- Reflection-scattering coefficients on rows J are uniform: b_j = \gamma < 1 for all j \in J
Then the energy conservation property holds:
\mathbf{1}^T\mathbf{C}\mathbf{j} = 0
Proof. From Theorem 19.3, it holds that (\mathbf{1}-\mathbf{b})^T\mathbf{C} = \mathbf{0}^T.
Partition the system by rows I (known sources) and J (known emissive powers):
\mathbf{1}^T\mathbf{C}\mathbf{j} = \mathbf{1}^T\mathbf{C}_I\mathbf{j} + \mathbf{1}^T\mathbf{C}_J\mathbf{j}
Part 1: For rows I with \mathbf{C}_I\mathbf{j} = \mathbf{0}:
\mathbf{1}^T\mathbf{C}_I\mathbf{j} = \mathbf{1}^T\mathbf{0} = 0
Part 2: For rows J with uniform b_j = \gamma:
From (\mathbf{1}-\mathbf{b})^T\mathbf{C} = \mathbf{0}^T, considering only rows J:
(\mathbf{1}-\gamma\mathbf{1})^T\mathbf{C}_J\mathbf{j} = (1-\gamma)\mathbf{1}^T\mathbf{C}_J\mathbf{j} = 0
Since (1-\gamma) > 0:
\mathbf{1}^T\mathbf{C}_J\mathbf{j} = 0
Conclusion: Combining both parts:
\mathbf{1}^T\mathbf{C}\mathbf{j} = 0 + 0 = 0
Energy conservation holds for mixed boundary conditions. ✓
19.3 Summary
The anisotropic extension preserves all essential physical properties:
| Property | Requirement | Status |
|---|---|---|
| \mathbf{K} \geq 0 | Non-negativity | ✓ Theorem 19.1 |
| \mathbf{K} \leq \mathbf{F} | Physical bound | ✓ Theorem 19.1 |
| Key identity | Algebraic structure | ✓ Theorem 19.2 |
| Energy conservation (uniform) | Global balance | ✓ Theorem 19.3 |
| Energy conservation (mixed) | General case | ✓ Theorem 19.4 |
The method provides:
- Maximum flexibility: Element-wise control with optimal bounds on c
- Physical validity: Guaranteed through proper coefficient selection
- Energy conservation: Automatic for uniform and mixed boundary conditions
- Computational efficiency: Analytical solution via matrix inversion
The anisotropic formulation represents a true generalization that maintains mathematical rigor while accommodating arbitrary directional distributions within the physical constraint 0 \leq \mathbf{\Gamma}_{ij} \leq 1.