Brownian motion general theory

When a system is not in equilibrium, the mathematical description of fluctuations about some time-dependent ensemble average can become much more complicated than in the equilibrium case. However, starting with the pioneering work of Einstein on Brownian motion in 1905, considerable progress has been made in understanding time-dependent fluctuation phenomena in fluids. Modem treatments of this topic may be found in the texts by Keizer [21] and by van Kampen [22]. Nevertheless, the non-equilibrium theory is not yet at the same level of rigour or development as the equilibrium theory. Here we will discuss the theory of Brownian motion since it illustrates a number of important issues that appear in more general theories. 

Brownian motion theory may be generalized to treat systems with many interacting B particles. Such many-particle Langevin equations have been investigated at a molecular level by Deutch and Oppenheim [58], A simple system in which to study hydrodynamic interactions is two particles fixed in solution at a distance Rn- The Langevin equations for the momenta P, (i = 1,2)... 

The next section is devoted to the analysis of the simplest transport property of ions in solution the conductivity in the limit of infinite dilution. Of course, in non-equilibrium situations, the solvent plays a very crucial role because it is largely responsible for the dissipation taking part in the system for this reason, we need a model which allows the interactions between the ions and the solvent to be discussed. This is a difficult problem which cannot be solved in full generality at the present time. However, if we make the assumption that the ions may be considered as heavy with respect to the solvent molecules, we are confronted with a Brownian motion problem in this case, the theory may be developed completely, both from a macroscopic and from a microscopic point of view. 

In this chapter, we shall first make a brief review of the phenomenological aspect of Brownian motion and we shall then show how the general transport equation derived in Section II allows an exact microscopic theory to be developed. 

As an introduction to the peculiar properties of the spin Hamiltonians, we first give a short summary of the theory of spin relaxation in liquids where the problem is in fact a Brownian motion one. Then we consider the many-spin problem in solids and apply the general formalism of the theory of irreversible processes developed by Prigogine and his co-workers. We also analyse some aspects of the recent work of Caspers and Tjon on this subject. Finally, we indicate the special interest of spin-spin relaxation phenomena in connection with non-Markovian processes. 

In addition, Perrin tended to interest himself in individual atomic events rather than in the molecule as a complex entity. The radiation theory of chemical activation attempted a mathematical representation in simple and general formulas, based on axiomatic principles. Perrin s work in radiation bears more resemblance to his reformulation of thermodynamics in the early 1900s than to his experimental work on x-rays and cathode rays in the 1890s or on colloids and Brownian motion in the early 1900s. What binds all his work together is interest in single events or the individual corpuscle. 106... 

Constraints may be introduced either into the classical mechanical equations of motion (i.e., Newton s or Hamilton s equations, or the corresponding inertial Langevin equations), which attempt to resolve the ballistic motion observed over short time scales, or into a theory of Brownian motion, which describes only the diffusive motion observed over longer time scales. We focus here on the latter case, in which constraints are introduced directly into the theory of Brownian motion, as described by either a diffusion equation or an inertialess stochastic differential equation. Although the analysis given here is phrased in quite general terms, it is motivated primarily by the use of constrained mechanical models to describe the dynamics of polymers in solution, for which the slowest internal motions are accurately described by a purely diffusive dynamical model. 

The original theory of Brownian motion by Einstein was based on the diffusion equation and was valid for long times. Later, a more general formulism including short times also, has been developed. Instead of the diffusion equation, the telegrapher s equation enters. Again, an indeterminacy relation results, which, for short times, gives determinacy as a limit. Physically, this simply means that a Brownian particle s... 

In another paper, R. Kuho (Kcio University, Japan) illustrates in a rather technical and mathematical fashion tire relationship between Brownian motion and non-equilibrium statistical mechanics, in this paper, the author describes the linear response theory, Einstein s theory of Brownian motion, course-graining and stochastization, and the Langevin equations and their generalizations. 

Recently, Kramers [7] has generalized the theory of the intermediate state (activated complex) by considering systems which over the entire course of the transition are subjected to random exterior forces, so that the motion acquires the character of Brownian motion of a particle in a field of forces. In view of the high generality of Kramers derivations and their complexity, and for the sake of completeness of the present article, we shall give a simplified derivation of the equations,2 bearing in mind the processes of new phase formation in which we are interested. 

The fourth part included a paper by Graham on the onset of cooperative behavior in nonequilibrium states. Suzuki talked about the theory of instability, with special regard to nonlinear Brownian motion and the formation of macroscopic order, and P. W. Anderson developed a series of interesting considerations of very general nature around the question Can broken symmetry occur in driven systems ... 

This section contains a general description of the principles by which the Coulter Model N4 Sub-Micron Particle Analyzer, used in this study to characterize artificial gas-in-water emulsions (see Section 10.4), determines sample particle size. The measuring principles are based on the theory of Brownian motion and photon correlation spectroscopy (ref. 464,465 see also Sections 10.2 and 10.4). 

The idea that all matter is made of atoms is a familiar concept that that can be recited by the average first grader. However, the general acceptance of the atomic theory dates to the early part of the twentieth century, when Albert Einstein published a paper explaining Brownian motion. The notion of atoms dates back to ancient times, but these models are largely based on philosophical arguments, rather than empirical evidence. John Dalton first formulated an atomic theory... 

The theory of Brownian motion is a particular example of an application of the general theory of random or stochastic processes [2]. Since Kramers approach is based on a more general stochastic equation than the Langevin equation, we have reviewed some of the fundamental ideas and methods of the theory of stochastic processes in Appendix H. 

After more than one 100 years of unquestionable successes [128], there is a general agreement that quantum mechanics affords a reliable description of the physical world. The phenomenon of quantum jumps, which can be experimentally detected, should force the physicists to extend this theory so as to turn the wave-function collapse assumption, made by the founding fathers of quantum mechanics, into a dynamical process, probably corresponding to an extremely weak random fluctuation. This dynamical process can be neglected in the absence of the enhancement effects, triggered either by the deliberate measurement act or by the fluctuation-dissipation phenomena such as Brownian motion. This enhancement process must remain within the limits of ordinary statistical physics. In this limiting case, the new theory must become identical to quantum mechanics. 

The application of this model in physics and chemistry has had a long history. We shall give some examples of the early works. The work of Einstein S2) on the theory of Brownian motion is based on a random walk process. Dirac S3) used the model to discuss the time behavior of a quantum mechanical ensemble under the influence of perturbations this development enables one to discuss the probability of transition of a system from one unperturbed stationary state to another. Pauli 34) [also see Tolman 35)], in his treatment of the quantum mechanical H-theorem, is concerned with the approach to equilibrium of an assembly of quantum states. His equations are identical with those of a general monomolecular... 

We shall now almost exclusively concentrate on the fractal time random walk excluding inertial effects and the discrete orientation model of dielectric relaxation. We shall demonstrate how in the diffusion limit this walk will yield a fractional generalization of the Debye-Frohlich model. Just as in the conventional Debye relaxation, a fractional generalization of the Debye-Frohlich model may be derived from a number of very different models of the relaxation process (compare the approach of Refs. 22, 23, 28 and 34—36). The advantage of using an approach based on a kinetic equation such as the fractional Fokker-Planck equation (FFPE) however is that such a method may easily be extended to include the effects of the inertia of the dipoles, external potentials, and so on. Moreover, the FFPE (by use of a theorem of operational calculus generalized to fractional exponents and continued fraction methods) clearly indicates how many existing results of the classical theory of the Brownian motion may be extended to include fractional dynamics. 

Equation (252) represents the generalization of the conventional result based on the Ornstein-Uhlenbeck (inertia-corrected Einstein) theory of the Brownian motion [87] to fractional dynamics. By way of illustration, we show in Fig. 20... 

Here y = x/r[ = =C, /2/IkT is chosen as the inertial effects parameter (y = /2/y is effectively the inverse square root of the parameter y used earlier in Section I). Noting e initial condition, Eq. (134), all the < (()) in Eq. (136) will vanish with the exception of n = 0. Furthermore, Eq. (136) is an example of hoyv, using the Laplace integration theorem above, all recurrence relations associated with the Brownian motion may be generalized to fractional dynamics. The normalized complex susceptibility /(m) = x ( ) z"( ) is given by linear response theory as... 

Equation (145) represents the generalization of the a.v.c.f. of the Ornstein Uhlenbeck [21] (inertia-corrected Einstein) theory of the Brownian motion to fractional dynamics. The long-time tail due to the asymptotic (t >> t) t -like dependence [72] of the ((j)(O)(j)(t))o is apparent, as is the stretched exponential behavior at short times (t t). Eor a > 1, ((j)(O)(t)(f))o exhibits oscillations (see Eig. 14) which is consistent with the large excess absorption occurring at high frequencies. 

Aerosols are unstable with respect to coagulation. The reduction in surface area that accompanie.s coalescence corresponds to a reduction in the Gibbs free energy under conditions of constant temperature and pressure. The prediction of aerosol coagulation rates is a two-step process. The first is the derivation of a mathematical expression that keeps count of particle collisions as a function of particle size it incorporates a general expression for tlie collision frequency function. An expression for the collision frequency based on a physical model is then introduced into the equation Chat keep.s count of collisions. The collision mechanisms include Brownian motion, laminar shear, and turbulence. There may be interacting force fields between the particles. The processes are basically nonlinear, and this lead.s to formidable difficulties in the mathematical theory. 

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