Diffusing particles, fluctuation-dissipation theorem

The fully general situation of a particle diffusing in an out-of-equilibrium environment is much more difficult to describe. Except for the particular case of a stationary environment, the motion of the diffusing particle cannot be described by the generalized Langevin equation (22). A more general equation of motion has to be used. The fluctuation-dissipation theorems are a fortiori not valid. However, one can try to extend these relations with the help of an age- and frequency-dependent effective temperature, such as proposed and discussed, for instance, in Refs. 5 and 6. 

The physics behind this relation is the fluctuation-dissipation theorem the same random kicks of the surrounding molecules cause both Brownian diffusion and the viscous dissipation leading to the frictional force. It is -instructive to calculate the time scale t required for the particle to move a... 

Equilibrium is a state of matter that results from spatial uniformity. In contrast, when there are concentration differences or gradients, particles will flow. In these cases, the rate of flow is proportional to the gradient. The proportionality constant between the flow rate and the gradient is a transport property for particle flow, this property is the diffusion constant. Diffusion can be modelled at the microscopic level as a random flight of the particle. The diffusion constant describes the mean square displacement of a particle per unit time. The fluctuation-dissipation theorem describes how transport properties are related to the ensemble-averaged fluctuations of the system in equilibrium. 

The friction coefficient is the inverse particle s relaxation time, jS = 9py/(2pp ), where py is the fluid s dynamic viscosity. Since the Langevin equations are linear, particle velocity and position may be formally solved as functionals of the random force, and in the diffusive limit f >> i. e., for times much larger than the particle relaxation time, they allow for the analytical evaluation of ensemble averaged products of particle position and velocity and two-point correlation functions, in terms of the random-force strength q. The authors carefully justify why they use the classical (equilibrium) form of the fluctuation-dissipation theorem (FDT) in a Langevin description the time scale of the white noise is considered to be much shorter than the time scale of the imjxjsed flow. Thus, the non-equilibrium corrections would be of the order of the ratio of the fluid molecular relaxation time to the time scale of the imposed shear and may be neglected. In this case both the time scales are clearly separated and q may be determined solely from the classical form of the FDT,... 

The superscript identifies the conformation at the beginnin of the time-step. For small timesteps At this should be reasonable to do. Fj in the above equation is the force exerted on particle j. The so-called spurious drift , i.e., the third term in the r.h.s. of eq. (3.20) usually vanishes, since most diffusion tensors which have been used in the literature have zero divergence (this is directly related to the assumption of incompressible flow). p] At) is the random displacement by the coupling to the heat bath. The crucial difficulty comes from the connection of the displacement by the heat bath and the hydrodynamic interaction tensor Dy via the fluctuation dissipation theorem. This fixes the first two moments to be... 

A second catch is the noise. If one observes the movements of a colloidal particle, the Brownian motion will be evident. There may be a constant drift in the dynamics, but the movement will be irregular. Likewise, if one observes a phase-separating liquid mixture on the mesoscale, the concentration levels would not be steady, but fluctuating. The thermodynamic mean-field model neglects all fluctuations, but they can be restored in the dynamical equations, similar to added noise in particle Brownian dynamics models. The result is a set of stochastic diffusion equations, with an additional random noise source tj [20]. In principle, the value and spectrum of the noise is dictated by a fluctuation dissipation theorem, but usually one simply takes a white noise source. 

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