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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.
Forced Rayleigh scattering (FRS) is an experimental method in physics and chemistry based on light scattering and is usually used to measure diffusion on length scales of roughly 10 μm.
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 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 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.
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.
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 ...