Brownian motion simple random walks

The best physical model is the simplest one that can explain all the available experimental time series, with the fewest number of assumptions. Alternative models are those that make predictions and which can assist in formulating new experiments that can discriminate between different hypotheses. We start our discussion of models with a simple random walk, which in its simplest form provides a physical picture of diffusion—that is, a dynamic variable with Gaussian statistics in time. Diffusive phenomena are shown to scale linearly in time and generalized random walks including long-term memory also scale, but they do so nonlinearly in time, as in the case of anomalous diffusion. Fractional diffusion operators are used to incorporate memory into the dynamics of a diffusive process and leads to fractional Brownian motion, among other things. The continuum form of these fractional operators is discussed in Section IV. 

Brownian motion is essentially already present at microscopic level, that is at the level of random walks it is in fact rather easy to see, for example, that at criticality the wetting model based on the simple random walk is precisely the reflected simple random walk even at finite volume. This precise correspondence disappears beyond (p, g)-walks and the techniques of proof employed are substantially different and they are in fact based on two steps ... 

Direct observation of molecular diffusion is the most powerful approach to evaluate the bilayer fluidity and molecular diffusivity. Recent advances in optics and CCD devices enable us to detect and track the diffusive motion of a single molecule with an optical microscope. Usually, a fluorescent dye, gold nanoparticle, or fluorescent microsphere is used to label the target molecule in order to visualize it in the microscope [31-33]. By tracking the diffusive motion of the labeled-molecule in an artificial lipid bilayer, random Brownian motion was clearly observed (Figure 13.3) [31]. As already mentioned, the artificial lipid bilayer can be treated as a two-dimensional fluid. Thus, an analysis for a two-dimensional random walk can be applied. Each trajectory observed on the microscope is then numerically analyzed by a simple relationship between the displacement, r, and time interval, T,... 

Equation (1) may be derived using a variety of microscopic models of the relaxation process. In the derivation of Eq. (1), Debye [1] used the theory of the Brownian motion developed by Einstein and Smoluchowski. Einstein s theory of Brownian motion [2] is based on the notion of a discrete time walk. The walk may be described in simple schematic terms as follows. Consider a two-dimensional lattice then, in discrete time steps of length At, the random walker is assumed to jump to one of its nearest-neighbor sites, displayed, for example [7], on a square lattice with lattice constant Ax, the direction being random. Such a process, which is local both in space and time, can be modeled [7] in the one-dimensional analogue by the master equation... 

When we use a time step of constant interval At (t = i At), the diffusion process can be expressed as a simple sequence of A% . This random walk model is convenient to express the normal Brownian motion [9,10]. The definition of Brownian motion,... 

---