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Diffusion is a stochastic process due to the inherent randomness of the diffusing entity and can be used to model many real-life stochastic scenarios. Therefore, diffusion and the corresponding mathematical models are used in several fields beyond physics, such as statistics , probability theory , information theory , neural networks , finance ...
Reaction–diffusion systems are mathematical models that correspond to several physical phenomena. The most common is the change in space and time of the concentration of one or more chemical substances: local chemical reactions in which the substances are transformed into each other, and diffusion which causes the substances to spread out ...
The goal of diffusion models is to learn a diffusion process for a given dataset, such that the process can generate new elements that are distributed similarly as the original dataset. A diffusion model models data as generated by a diffusion process, whereby a new datum performs a random walk with drift through the space of all possible data. [2]
The self-diffusion coefficient of neat water is: 2.299·10 −9 m 2 ·s −1 at 25 °C and 1.261·10 −9 m 2 ·s −1 at 4 °C. [2] Chemical diffusion occurs in a presence of concentration (or chemical potential) gradient and it results in net transport of mass. This is the process described by the diffusion equation.
It is used heavily in statistical physics, statistical analysis, information theory, data science, neural networks, finance and marketing. A sample path of a diffusion process models the trajectory of a particle embedded in a flowing fluid and subjected to random displacements due to collisions with other particles, which is called Brownian motion.
A schematic of a stefan tube. Note that it is not necessary for there to be a cross-wise horizontal tube at the top. On the right, a mathematically equivalent simpler model. In chemical engineering, a Stefan tube is a device that was devised by Josef Stefan in 1874. [1] It is often used for measuring diffusion coefficients.