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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.
3D visualization of quantum fluctuations of the quantum chromodynamics (QCD) vacuum [1]. In quantum physics, a quantum fluctuation (also known as a vacuum state fluctuation or vacuum fluctuation) is the temporary random change in the amount of energy in a point in space, [2] as prescribed by Werner Heisenberg's uncertainty principle.
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 ...
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 ...
In engineering, physics, and chemistry, the study of transport phenomena concerns the exchange of mass, energy, charge, momentum and angular momentum between observed and studied systems. While it draws from fields as diverse as continuum mechanics and thermodynamics , it places a heavy emphasis on the commonalities between the topics covered.
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 ).
The concept of diffusion is widely used in many fields, including physics (particle diffusion), chemistry, biology, sociology, economics, statistics, data science, and finance (diffusion of people, ideas, data and price values). The central idea of diffusion, however, is common to all of these: a substance or collection undergoing diffusion ...
Roughly, the fluctuation theorem relates to the probability distribution of the time-averaged irreversible entropy production, denoted ¯.The theorem states that, in systems away from equilibrium over a finite time t, the ratio between the probability that ¯ takes on a value A and the probability that it takes the opposite value, −A, will be exponential in At.