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Langevin Equation

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Part of the book series: Soft and Biological Matter ((SOBIMA))

Abstract

The Langevin equation was proposed in 1908 by Paul Langevin (C. R. Acad. Sci. (Paris) 146, 530, 1908) to describe Brownian motion, that is the apparently random movement of a particle immersed in a fluid, due to its collisions with the much smaller fluid molecules. As the Reynolds number of this movement is very low, the drag force is proportional to the particle velocity; this, so called, Stokes law represents a particular case of the linear phenomenological relations that are assumed to hold in irreversible thermodynamics. In this chapter, after a brief description of Brownian motion (Sect. 3.1), first we review the original Langevin approach in 1D (Sect. 3.2), then we generalize it to study the evolution of a set of random variables with linear phenomenological forces (Sect. 3.3). The most general case, with non-linear phenomenological forces, represents a non-trivial generalization of the Langevin equation and is studied in Chap. 5 within the framework of the theory of stochastic differential equations.

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Notes

  1. 1.

    Here we assume that c denotes the number of particles per unit volume (or length, in this 1D case), but it could be mass or moles, instead.

  2. 2.

    For a spherical particle of radius a, the Stokes law states that ζ=6πηa, where η is the fluid viscosity (see Sect. F.2.2).

  3. 3.

    Here and in the following we denote by x both the position of the Brownian particle and the local coordinate. When this is confusing, the particle trajectory will be indicated by X(t).

  4. 4.

    Here we see that macroscopic regressions and microscopic fluctuations are governed by the same linear force, indicating that Onsager’s postulate is automatically satisfied.

  5. 5.

    Here we apply again Onsager’s postulate, assuming that the same linear relation (3.37) describe both microscopic fluctuations and macroscopic regressions, where in the latter the fluctuating term can be neglected [see (3.41)].

References

  1. Einstein, A.: Brownian Movement. Dover, New York (1956), Chap. 5

    MATH  Google Scholar 

  2. Langevin, P.: C. R. Acad. Sci. (Paris) 146, 530 (1908)

    MATH  Google Scholar 

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Mauri, R. (2013). Langevin Equation. In: Non-Equilibrium Thermodynamics in Multiphase Flows. Soft and Biological Matter. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-5461-4_3

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