frictional force

(dissipative)

fluctuation force

external force field

inertia

F(r) = 0

Langevin equation

applied to a classical

brownian particle

the Langevin

equation is a special

case of stochastic

PDE (Fokker-Plank

equation)

2

2

2

2

2

D

x

p

D

t

p

with

1D

in

Brownian motion of particles is the basically the same process as diffusion

EINSTEIN'S DESCRIPTION

DIFFUSION = UNCORRELATED DISPLACEMENTS