background image
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