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  2. Fluctuation–dissipation theorem - Wikipedia

    en.wikipedia.org/wiki/Fluctuation–dissipation...

    The fluctuation–dissipation theorem says that when there is a process that dissipates energy, turning it into heat (e.g., friction), there is a reverse process related to thermal fluctuations. This is best understood by considering some examples:

  3. Fokker–Planck equation - Wikipedia

    en.wikipedia.org/wiki/Fokker–Planck_equation

    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.

  4. Brownian motion - Wikipedia

    en.wikipedia.org/wiki/Brownian_motion

    There are two parts to Einstein's theory: the first part consists in the formulation of a diffusion equation for Brownian particles, in which the diffusion coefficient is related to the mean squared displacement of a Brownian particle, while the second part consists in relating the diffusion coefficient to measurable physical quantities. [12]

  5. 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 ...

  6. Einstein relation (kinetic theory) - Wikipedia

    en.wikipedia.org/wiki/Einstein_relation_(kinetic...

    D is the diffusion coefficient; μ is the "mobility", or the ratio of the particle's terminal drift velocity to an applied force, μ = v d /F; k B is the Boltzmann constant; T is the absolute temperature. This equation is an early example of a fluctuation-dissipation relation. [7]

  7. 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 ).

  8. Diffusion - Wikipedia

    en.wikipedia.org/wiki/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 ...

  9. 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 ...

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