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  2. Diffusion equation - Wikipedia

    en.wikipedia.org/wiki/Diffusion_equation

    The diffusion equation is a parabolic partial differential equation. In physics, it describes the macroscopic behavior of many micro-particles in Brownian motion , resulting from the random movements and collisions of the particles (see Fick's laws of diffusion ).

  3. Fick's laws of diffusion - Wikipedia

    en.wikipedia.org/wiki/Fick's_laws_of_diffusion

    Fick's first law relates the diffusive flux to the gradient of the concentration. It postulates that the flux goes from regions of high concentration to regions of low concentration, with a magnitude that is proportional to the concentration gradient (spatial derivative), or in simplistic terms the concept that a solute will move from a region of high concentration to a region of low ...

  4. Brownian motion - Wikipedia

    en.wikipedia.org/wiki/Brownian_motion

    This observation is useful in defining Brownian motion on an m-dimensional Riemannian manifold (M, g): a Brownian motion on M is defined to be a diffusion on M whose characteristic operator in local coordinates x i, 1 ≤ i ≤ m, is given by ⁠ 1 / 2 ⁠ Δ LB, where Δ LB is the Laplace–Beltrami operator given in local coordinates by ...

  5. Fokker–Planck equation - Wikipedia

    en.wikipedia.org/wiki/Fokker–Planck_equation

    In statistical mechanics and information theory, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion.

  6. Mean squared displacement - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_displacement

    Another method to describe the motion of a Brownian particle was described by Langevin, now known for its namesake as the Langevin equation.) (,) = (,), given the initial condition (, =) = (); where () is the position of the particle at some given time, is the tagged particle's initial position, and is the diffusion constant with the S.I. units ...

  7. Finite volume method for one-dimensional steady state diffusion

    en.wikipedia.org/wiki/Finite_volume_method_for...

    These equations can be different in nature, e.g. elliptic, parabolic, or hyperbolic. The first well-documented use of this method was by Evans and Harlow (1957) at Los Alamos. The general equation for steady diffusion can easily be derived from the general transport equation for property Φ by deleting transient and convective terms. [1]

  8. Heat equation - Wikipedia

    en.wikipedia.org/wiki/Heat_equation

    D is the diffusion coefficient that controls the speed of the diffusive process, and is typically expressed in meters squared over second. If the diffusion coefficient D is not constant, but depends on the concentration c (or P in the second case), then one gets the nonlinear diffusion equation.

  9. Numerical solution of the convection–diffusion equation

    en.wikipedia.org/wiki/Numerical_solution_of_the...

    The convection–diffusion equation describes the flow of heat, particles, or other physical quantities in situations where there is both diffusion and convection or advection. For information about the equation, its derivation, and its conceptual importance and consequences, see the main article convection–diffusion equation. This article ...