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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 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.
Atomic diffusion on the surface of a crystal. The shaking of the atoms is an example of thermal fluctuations. Likewise, thermal fluctuations provide the energy necessary for the atoms to occasionally hop from one site to a neighboring one. For simplicity, the thermal fluctuations of the blue atoms are not shown.
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 ...
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]
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.
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 ).
As mentioned above, chemical molar flux of a component A in an isothermal, isobaric system is defined in Fick's law of diffusion as: = where the nabla symbol ∇ denotes the gradient operator, D AB is the diffusion coefficient (m 2 ·s −1) of component A diffusing through component B, c A is the concentration (mol/m 3) of component A. [9]