The Physical Brownian Motion: Diffusion And Noise

  • Zeev Schuss
Chapter
Part of the Applied Mathematical Sciences book series (AMS, volume 170)

Abstract

This chapter reviews the elementary phenomenology of diffusion and Fick’s derivation of the diffusion equation. It recounts Einstein’s theory that connects diffusion with the Brownian motion and Langevin’s extension of that theory. It presents the early mathematical theories of the Brownian motion.

Keywords

Sugar Covariance Autocorrelation Stein 

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Zeev Schuss
    • 1
  1. 1.Department of Applied MathematicsSchool of Mathematical Science Tel Aviv UniversityTel AvivIsrael

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