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The fluctuation–dissipation theorem is a general result of statistical thermodynamics that quantifies the relation between the fluctuations in a system that obeys detailed balance and the response of the system to applied perturbations.
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 ).
This random motion is described by a differential equation, known as the diffusion equation. The diffuson is the Green's function of the diffusion equation. [1] The diffuson plays an important role in the theory of electron transport in disordered systems, especially for phase coherent effects such as universal conductance fluctuations. [3]
The convection–diffusion equation can be derived in a straightforward way [4] from the continuity equation, which states that the rate of change for a scalar quantity in a differential control volume is given by flow and diffusion into and out of that part of the system along with any generation or consumption inside the control volume: + =, where j is the total flux and R is a net ...
In physics, a Langevin equation (named after Paul Langevin) is a stochastic differential equation describing how a system evolves when subjected to a combination of deterministic and fluctuating ("random") forces. The dependent variables in a Langevin equation typically are collective (macroscopic) variables changing only slowly in comparison ...
The probability density function (PDF) for a particle in one dimension is found by solving the one-dimensional diffusion equation. (This equation states that the position probability density diffuses out over time - this is the method used by Einstein to describe a Brownian particle.
The Fokker–Planck equation for this particle is the Smoluchowski diffusion equation: (, |,) = [(()) (, |,)] Where is the diffusion constant and =. The importance of this equation is it allows for both the inclusion of the effect of temperature on the system of particles and a spatially dependent diffusion constant.
Knudsen diffusion, named after Martin Knudsen, is a means of diffusion that occurs when the scale length of a system is comparable to or smaller than the mean free path of the particles involved. An example of this is in a long pore with a narrow diameter (2–50 nm) because molecules frequently collide with the pore wall. [ 1 ]