Langevin Equation
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Langevin Equation
In physics, a Langevin equation (named after Paul Langevin) is a stochastic differential equation describing how a system evolves when subjected to a combination of deterministic and fluctuating ("random") forces. The dependent variables in a Langevin equation typically are collective (macroscopic) variables changing only slowly in comparison to the other (microscopic) variables of the system. The fast (microscopic) variables are responsible for the stochastic nature of the Langevin equation. One application is to Brownian motion, which models the fluctuating motion of a small particle in a fluid. Brownian motion as a prototype The original Langevin equation describes Brownian motion, the apparently random movement of a particle in a fluid due to collisions with the molecules of the fluid, m\frac=-\lambda \mathbf+\boldsymbol\left( t\right). Here, \mathbf is the velocity of the particle, and m is its mass. The force acting on the particle is written as a sum of a viscous force ...
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Paul Langevin
Paul Langevin (; ; 23 January 1872 – 19 December 1946) was a French physicist who developed Langevin dynamics and the Langevin equation. He was one of the founders of the ''Comité de vigilance des intellectuels antifascistes'', an anti-fascist organization created after the 6 February 1934 far right riots. Being a public opponent of fascism in the 1930s resulted in his arrest and being held under house arrest by the Vichy government for most of World War II. Langevin was also president of the Human Rights League (LDH) from 1944 to 1946, having recently joined the French Communist Party. He was a doctoral student of Pierre Curie and later a lover of widowed Marie Curie. He is also known for his two US patents with Constantin Chilowsky in 1916 and 1917 involving ultrasonic submarine detection. He is entombed at the Panthéon. Life Langevin was born in Paris, and studied at the '' École de Physique et Chimie'' and the ''École Normale Supérieure''. He then went to ...
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Mean Squared Displacement
In statistical mechanics, the mean squared displacement (MSD, also mean square displacement, average squared displacement, or mean square fluctuation) is a measure of the deviation of the position of a particle with respect to a reference position over time. It is the most common measure of the spatial extent of random motion, and can be thought of as measuring the portion of the system "explored" by the random walker. In the realm of biophysics and environmental engineering, the Mean Squared Displacement is measured over time to determine if a particle is spreading slowly due to diffusion, or if an advective force is also contributing. Another relevant concept, the variance-related diameter (VRD, which is twice the square root of MSD), is also used in studying the transportation and mixing phenomena in the realm of environmental engineering. It prominently appears in the Debye–Waller factor (describing vibrations within the solid state) and in the Langevin equation (describin ...
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Equipartition Theorem
In classical statistical mechanics, the equipartition theorem relates the temperature of a system to its average energies. The equipartition theorem is also known as the law of equipartition, equipartition of energy, or simply equipartition. The original idea of equipartition was that, in thermal equilibrium, energy is shared equally among all of its various forms; for example, the average kinetic energy per degree of freedom in translational motion of a molecule should equal that in rotational motion. The equipartition theorem makes quantitative predictions. Like the virial theorem, it gives the total average kinetic and potential energies for a system at a given temperature, from which the system's heat capacity can be computed. However, equipartition also gives the average values of individual components of the energy, such as the kinetic energy of a particular particle or the potential energy of a single spring. For example, it predicts that every atom in a monatomic ideal ...
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Squared Displacements Of Simulated Free Brownian Particles
A square is a regular quadrilateral with four equal sides and four right angles. Square or Squares may also refer to: Mathematics and science *Square (algebra), multiplying a number or expression by itself *Square (cipher), a cryptographic block cipher *Global square, a principle in infinitary combinatorics *Square number, an integer that is the square of another integer *Square of a graph *Square wave, a non-sinusoidal periodic waveform Construction * Square (area), an Imperial unit of floor area and other construction materials *Square, a public meeting place: **Garden square, an open space with buildings surrounding a garden **Market square, an open area where market stalls are traditionally set out for trading **Town square, an open area commonly found in the heart of a traditional town used for community gatherings *Square (tool), an L- or T-shaped tool: **Combination square, a tool with a ruled blade and one or more interchangeable heads ** Machinist square, a metalworking ...
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Autocorrelation
Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals. Different fields of study define autocorrelation differently, and not all of these definitions are equivalent. In some fields, the term is used interchangeably with autocovariance. Unit root processes, trend-stationary processes, autoregressive processes, and moving average processes are specific forms of processes with autocorrelation. A ...
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Oscillator Phase Portrait
Oscillation is the repetitive or periodic variation, typically in time, of some measure about a central value (often a point of equilibrium) or between two or more different states. Familiar examples of oscillation include a swinging pendulum and alternating current. Oscillations can be used in physics to approximate complex interactions, such as those between atoms. Oscillations occur not only in mechanical systems but also in dynamic systems in virtually every area of science: for example the beating of the human heart (for circulation), business cycles in economics, predator–prey population cycles in ecology, geothermal geysers in geology, vibration of strings in guitar and other string instruments, periodic firing of nerve cells in the brain, and the periodic swelling of Cepheid variable stars in astronomy. The term ''vibration'' is precisely used to describe a mechanical oscillation. Oscillation, especially rapid oscillation, may be an undesirable phenomenon in proce ...
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Maxwell–Boltzmann Distribution
In physics (in particular in statistical mechanics), the Maxwell–Boltzmann distribution, or Maxwell(ian) distribution, is a particular probability distribution named after James Clerk Maxwell and Ludwig Boltzmann. It was first defined and used for describing particle speeds in idealized gases, where the particles move freely inside a stationary container without interacting with one another, except for very brief collisions in which they exchange energy and momentum with each other or with their thermal environment. The term "particle" in this context refers to gaseous particles only (atoms or molecules), and the system of particles is assumed to have reached thermodynamic equilibrium.''Statistical Physics'' (2nd Edition), F. Mandl, Manchester Physics, John Wiley & Sons, 2008, The energies of such particles follow what is known as Maxwell–Boltzmann statistics, and the statistical distribution of speeds is derived by equating particle energies with kinetic energy. Mathematica ...
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Fluctuation Dissipation Theorem
The fluctuation–dissipation theorem (FDT) or fluctuation–dissipation relation (FDR) is a powerful tool in statistical physics for predicting the behavior of systems that obey detailed balance. Given that a system obeys detailed balance, the theorem is a proof that thermal fluctuations, thermodynamic fluctuations in a physical variable predict the response quantified by the admittance or Electrical impedance, impedance (to be intended in their general sense, not only in electromagnetic terms) of the same physical variable (like voltage, temperature difference, etc.), and vice versa. The fluctuation–dissipation theorem applies both to classical physics, classical and quantum mechanics, quantum mechanical systems. The fluctuation–dissipation theorem was proven by Herbert Callen and Theodore A. Welton, Theodore Welton in 1951 and expanded by Ryogo Kubo. There are antecedents to the general theorem, including Albert Einstein, Einstein's explanation of Brownian motion during hi ...
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Universality Class
In statistical mechanics, a universality class is a collection of mathematical models which share a single scale invariant limit under the process of renormalization group flow. While the models within a class may differ dramatically at finite scales, their behavior will become increasingly similar as the limit scale is approached. In particular, asymptotic phenomena such as critical exponents will be the same for all models in the class. Some well-studied universality classes are the ones containing the Ising model or the percolation theory at their respective phase transition points; these are both families of classes, one for each lattice dimension. Typically, a family of universality classes will have a lower and upper critical dimension: below the lower critical dimension, the universality class becomes degenerate (this dimension is 2d for the Ising model, or for directed percolation, but 1d for undirected percolation), and above the upper critical dimension the critical e ...
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Phase Transition
In chemistry, thermodynamics, and other related fields, a phase transition (or phase change) is the physical process of transition between one state of a medium and another. Commonly the term is used to refer to changes among the basic states of matter: solid, liquid, and gas, and in rare cases, plasma. A phase of a thermodynamic system and the states of matter have uniform physical properties. During a phase transition of a given medium, certain properties of the medium change as a result of the change of external conditions, such as temperature or pressure. This can be a discontinuous change; for example, a liquid may become gas upon heating to its boiling point, resulting in an abrupt change in volume. The identification of the external conditions at which a transformation occurs defines the phase transition point. Types of phase transition At the phase transition point for a substance, for instance the boiling point, the two phases involved - liquid and vapor, have identic ...
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