Diffusion And Convection
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Diffusion is the net movement of anything (for example, atoms, ions, molecules, energy) generally from a region of higher concentration to a region of lower concentration. Diffusion is driven by a gradient in Gibbs free energy or chemical potential. It is possible to diffuse "uphill" from a region of lower concentration to a region of higher concentration, like in spinodal decomposition. The concept of diffusion is widely used in many fields, including physics (
particle diffusion In mathematics and physics, the heat equation is a certain partial differential equation. Solutions of the heat equation are sometimes known as caloric functions. The theory of the heat equation was first developed by Joseph Fourier in 1822 for ...
),
chemistry Chemistry is the science, scientific study of the properties and behavior of matter. It is a natural science that covers the Chemical element, elements that make up matter to the chemical compound, compounds made of atoms, molecules and ions ...
, biology, sociology, economics, and
finance Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of fina ...
(diffusion of people, ideas, and price values). The central idea of diffusion, however, is common to all of these: a substance or collection undergoing diffusion spreads out from a point or location at which there is a higher concentration of that substance or collection. A gradient is the change in the value of a quantity, for example, concentration, pressure, or temperature with the change in another variable, usually distance. A change in concentration over a distance is called a concentration gradient, a change in pressure over a distance is called a pressure gradient, and a change in temperature over a distance is called a
temperature gradient A temperature gradient is a physical quantity that describes in which direction and at what rate the temperature changes the most rapidly around a particular location. The temperature gradient is a dimensional quantity expressed in units of degree ...
. The word ''diffusion'' derives from the Latin word, ''diffundere'', which means "to spread out." A distinguishing feature of diffusion is that it depends on particle random walk, and results in mixing or mass transport without requiring directed bulk motion. Bulk motion, or bulk flow, is the characteristic of
advection In the field of physics, engineering, and earth sciences, advection is the transport of a substance or quantity by bulk motion of a fluid. The properties of that substance are carried with it. Generally the majority of the advected substance is al ...
. The term convection is used to describe the combination of both transport phenomena. If a diffusion process can be described by Fick's laws, it's called a normal diffusion (or Fickian diffusion); Otherwise, it's called an anomalous diffusion (or non-Fickian diffusion). When talking about the extent of diffusion, two length scales are used in two different scenarios: # Brownian motion of an impulsive point source (for example, one single spray of perfume)—the square root of the mean squared displacement from this point. In Fickian diffusion, this is \sqrt, where n is the dimension of this Brownian motion; # Constant concentration source in one dimension—the diffusion length. In Fickian diffusion, this is 2\sqrt.


Diffusion vs. bulk flow

"Bulk flow" is the movement/flow of an entire body due to a pressure gradient (for example, water coming out of a tap). "Diffusion" is the gradual movement/dispersion of concentration within a body, due to a concentration gradient, with no net movement of matter. An example of a process where both bulk motion and diffusion occur is human breathing. First, there is a "bulk flow" process. The lungs are located in the thoracic cavity, which expands as the first step in external respiration. This expansion leads to an increase in volume of the alveoli in the lungs, which causes a decrease in pressure in the alveoli. This creates a pressure gradient between the air outside the body at relatively high pressure and the alveoli at relatively low pressure. The air moves down the pressure gradient through the airways of the lungs and into the alveoli until the pressure of the air and that in the alveoli are equal, that is, the movement of air by bulk flow stops once there is no longer a pressure gradient. Second, there is a "diffusion" process. The air arriving in the alveoli has a higher concentration of oxygen than the "stale" air in the alveoli. The increase in oxygen concentration creates a concentration gradient for oxygen between the air in the alveoli and the blood in the capillaries that surround the alveoli. Oxygen then moves by diffusion, down the concentration gradient, into the blood. The other consequence of the air arriving in alveoli is that the concentration of carbon dioxide in the alveoli decreases. This creates a concentration gradient for carbon dioxide to diffuse from the blood into the alveoli, as fresh air has a very low concentration of carbon dioxide compared to the blood in the body. Third, there is another "bulk flow" process. The pumping action of the heart then transports the blood around the body. As the left ventricle of the heart contracts, the volume decreases, which increases the pressure in the ventricle. This creates a pressure gradient between the heart and the capillaries, and blood moves through blood vessels by bulk flow down the pressure gradient.


Diffusion in the context of different disciplines

The concept of diffusion is widely used in: physics (
particle diffusion In mathematics and physics, the heat equation is a certain partial differential equation. Solutions of the heat equation are sometimes known as caloric functions. The theory of the heat equation was first developed by Joseph Fourier in 1822 for ...
),
chemistry Chemistry is the science, scientific study of the properties and behavior of matter. It is a natural science that covers the Chemical element, elements that make up matter to the chemical compound, compounds made of atoms, molecules and ions ...
, biology, sociology, economics, and
finance Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of fina ...
(diffusion of people, ideas and of price values). However, in each case the substance or collection undergoing diffusion is "spreading out" from a point or location at which there is a higher concentration of that substance or collection. There are two ways to introduce the notion of ''diffusion'': either a phenomenological approach starting with
Fick's laws of diffusion Fick's laws of diffusion describe diffusion and were derived by Adolf Fick in 1855. They can be used to solve for the diffusion coefficient, . Fick's first law can be used to derive his second law which in turn is identical to the diffusion equ ...
and their mathematical consequences, or a physical and atomistic one, by considering the '' random walk of the diffusing particles''. In the phenomenological approach, ''diffusion is the movement of a substance from a region of high concentration to a region of low concentration without bulk motion''. According to Fick's laws, the diffusion
flux Flux describes any effect that appears to pass or travel (whether it actually moves or not) through a surface or substance. Flux is a concept in applied mathematics and vector calculus which has many applications to physics. For transport ph ...
is proportional to the negative gradient of concentrations. It goes from regions of higher concentration to regions of lower concentration. Sometime later, various generalizations of Fick's laws were developed in the frame of thermodynamics and non-equilibrium thermodynamics. From the ''atomistic point of view'', diffusion is considered as a result of the random walk of the diffusing particles. In molecular diffusion, the moving molecules are self-propelled by thermal energy. Random walk of small particles in suspension in a fluid was discovered in 1827 by Robert Brown, who found that minute particle suspended in a liquid medium and just large enough to be visible under an optical microscope exhibit a rapid and continually irregular motion of particles known as Brownian movement. The theory of the Brownian motion and the atomistic backgrounds of diffusion were developed by Albert Einstein. The concept of diffusion is typically applied to any subject matter involving random walks in ensembles of individuals. In
chemistry Chemistry is the science, scientific study of the properties and behavior of matter. It is a natural science that covers the Chemical element, elements that make up matter to the chemical compound, compounds made of atoms, molecules and ions ...
and materials science, diffusion refers to the movement of fluid molecules in porous solids. Molecular diffusion occurs when the collision with another molecule is more likely than the collision with the pore walls. Under such conditions, the diffusivity is similar to that in a non-confined space and is proportional to the mean free path. Knudsen diffusion, which occurs when the pore diameter is comparable to or smaller than the mean free path of the molecule diffusing through the pore. Under this condition, the collision with the pore walls becomes gradually more likely and the diffusivity is lower. Finally there is configurational diffusion, which happens if the molecules have comparable size to that of the pore. Under this condition, the diffusivity is much lower compared to molecular diffusion and small differences in the kinetic diameter of the molecule cause large differences in diffusivity.
Biologist A biologist is a scientist who conducts research in biology. Biologists are interested in studying life on Earth, whether it is an individual cell, a multicellular organism, or a community of interacting populations. They usually specialize in ...
s often use the terms "net movement" or "net diffusion" to describe the movement of ions or molecules by diffusion. For example, oxygen can diffuse through cell membranes so long as there is a higher concentration of oxygen outside the cell. However, because the movement of molecules is random, occasionally oxygen molecules move out of the cell (against the concentration gradient). Because there are more oxygen molecules outside the cell, the probability that oxygen molecules will enter the cell is higher than the probability that oxygen molecules will leave the cell. Therefore, the "net" movement of oxygen molecules (the difference between the number of molecules either entering or leaving the cell) is into the cell. In other words, there is a ''net movement'' of oxygen molecules down the concentration gradient.


History of diffusion in physics

In the scope of time, diffusion in solids was used long before the theory of diffusion was created. For example, Pliny the Elder had previously described the
cementation process The cementation process is an obsolete technology for making steel by carburization of iron. Unlike modern steelmaking, it increased the amount of carbon in the iron. It was apparently developed before the 17th century. Derwentcote Steel F ...
, which produces steel from the element iron (Fe) through carbon diffusion. Another example is well known for many centuries, the diffusion of colors of
stained glass Stained glass is coloured glass as a material or works created from it. Throughout its thousand-year history, the term has been applied almost exclusively to the windows of churches and other significant religious buildings. Although tradition ...
or
earthenware Earthenware is glazed or unglazed nonvitreous pottery that has normally been fired below . Basic earthenware, often called terracotta, absorbs liquids such as water. However, earthenware can be made impervious to liquids by coating it with a ce ...
and Chinese ceramics. In modern science, the first systematic experimental study of diffusion was performed by Thomas Graham. He studied diffusion in gases, and the main phenomenon was described by him in 1831–1833:
"...gases of different nature, when brought into contact, do not arrange themselves according to their density, the heaviest undermost, and the lighter uppermost, but they spontaneously diffuse, mutually and equally, through each other, and so remain in the intimate state of mixture for any length of time."
The measurements of Graham contributed to James Clerk Maxwell deriving, in 1867, the coefficient of diffusion for CO2 in the air. The error rate is less than 5%. In 1855, Adolf Fick, the 26-year-old anatomy demonstrator from Zürich, proposed his law of diffusion. He used Graham's research, stating his goal as "the development of a fundamental law, for the operation of diffusion in a single element of space". He asserted a deep analogy between diffusion and conduction of heat or electricity, creating a formalism similar to Fourier's law for heat conduction (1822) and
Ohm's law Ohm's law states that the current through a conductor between two points is directly proportional to the voltage across the two points. Introducing the constant of proportionality, the resistance, one arrives at the usual mathematical equat ...
for electric current (1827). Robert Boyle demonstrated diffusion in solids in the 17th century by penetration of zinc into a copper coin. Nevertheless, diffusion in solids was not systematically studied until the second part of the 19th century. William Chandler Roberts-Austen, the well-known British metallurgist and former assistant of Thomas Graham studied systematically solid state diffusion on the example of gold in lead in 1896. :
"... My long connection with Graham's researches made it almost a duty to attempt to extend his work on liquid diffusion to metals."
In 1858, Rudolf Clausius introduced the concept of the mean free path. In the same year, James Clerk Maxwell developed the first atomistic theory of transport processes in gases. The modern atomistic theory of diffusion and Brownian motion was developed by Albert Einstein,
Marian Smoluchowski Marian Smoluchowski (; 28 May 1872 – 5 September 1917) was a Polish physicist who worked in the Polish territories of the Austro-Hungarian Empire. He was a pioneer of statistical physics, and an avid mountaineer. Life Born into an upper-c ...
and
Jean-Baptiste Perrin Jean Baptiste Perrin (30 September 1870 – 17 April 1942) was a French physicist who, in his studies of the Brownian motion of minute particles suspended in liquids ( sedimentation equilibrium), verified Albert Einstein’s explanation of this ...
. Ludwig Boltzmann, in the development of the atomistic backgrounds of the macroscopic transport processes, introduced the Boltzmann equation, which has served mathematics and physics with a source of transport process ideas and concerns for more than 140 years.S. Chapman, T. G. Cowling (1970) ''The Mathematical Theory of Non-uniform Gases: An Account of the Kinetic Theory of Viscosity, Thermal Conduction and Diffusion in Gases'', Cambridge University Press (3rd edition), . In 1920–1921, George de Hevesy measured self-diffusion using radioisotopes. He studied self-diffusion of radioactive isotopes of lead in the liquid and solid lead. Yakov Frenkel (sometimes, Jakov/Jacob Frenkel) proposed, and elaborated in 1926, the idea of diffusion in crystals through local defects (vacancies and interstitial atoms). He concluded, the diffusion process in condensed matter is an ensemble of elementary jumps and quasichemical interactions of particles and defects. He introduced several mechanisms of diffusion and found rate constants from experimental data. Sometime later, Carl Wagner and Walter H. Schottky developed Frenkel's ideas about mechanisms of diffusion further. Presently, it is universally recognized that atomic defects are necessary to mediate diffusion in crystals. Henry Eyring, with co-authors, applied his theory of absolute reaction rates to Frenkel's quasichemical model of diffusion. The analogy between reaction kinetics and diffusion leads to various nonlinear versions of Fick's law.


Basic models of diffusion


Diffusion flux

Each model of diffusion expresses the diffusion flux with the use of concentrations, densities and their derivatives. Flux is a vector \mathbf representing the quantity and direction of transfer. Given a small area \Delta S with normal \boldsymbol, the transfer of a
physical quantity A physical quantity is a physical property of a material or system that can be quantified by measurement. A physical quantity can be expressed as a ''value'', which is the algebraic multiplication of a ' Numerical value ' and a ' Unit '. For examp ...
N through the area \Delta S per time \Delta t is :\Delta N = (\mathbf,\boldsymbol) \,\Delta S \,\Delta t +o(\Delta S \,\Delta t)\, , where (\mathbf,\boldsymbol) is the inner product and o(\cdots) is the little-o notation. If we use the notation of vector area \Delta \mathbf=\boldsymbol \, \Delta S then :\Delta N = (\mathbf, \Delta \mathbf) \, \Delta t +o(\Delta \mathbf \,\Delta t)\, . The dimension of the diffusion flux is
lux The lux (symbol: lx) is the unit of illuminance, or luminous flux per unit area, in the International System of Units (SI). It is equal to one lumen per square metre. In photometry, this is used as a measure of the intensity, as perceived by the ...
nbsp;=  uantity(
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rea. The diffusing physical quantity N may be the number of particles, mass, energy, electric charge, or any other scalar extensive quantity. For its density, n, the diffusion equation has the form :\frac= - \nabla \cdot \mathbf +W \, , where W is intensity of any local source of this quantity (for example, the rate of a chemical reaction). For the diffusion equation, the no-flux boundary conditions can be formulated as (\mathbf(x),\boldsymbol(x))=0 on the boundary, where \boldsymbol is the normal to the boundary at point x.


Fick's law and equations

Fick's first law: the diffusion flux is proportional to the negative of the concentration gradient: :\mathbf=-D \,\nabla n \ , \;\; J_i=-D \frac \ . The corresponding diffusion equation (Fick's second law) is :\frac=\nabla\cdot( D \,\nabla n(x,t))=D \, \Delta n(x,t)\ , where \Delta is the
Laplace operator In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols \nabla\cdot\nabla, \nabla^2 (where \nabla is the ...
, :\Delta n(x,t) = \sum_i \frac \ .


Onsager's equations for multicomponent diffusion and thermodiffusion

Fick's law describes diffusion of an admixture in a medium. The concentration of this admixture should be small and the gradient of this concentration should be also small. The driving force of diffusion in Fick's law is the antigradient of concentration, -\nabla n. In 1931, Lars Onsager included the multicomponent transport processes in the general context of linear non-equilibrium thermodynamics. For multi-component transport, :\mathbf_i=\sum_j L_ X_j \, , where \mathbf_i is the flux of the ''i''th physical quantity (component) and X_j is the ''j''th thermodynamic force. The thermodynamic forces for the transport processes were introduced by Onsager as the space gradients of the derivatives of the entropy density s (he used the term "force" in quotation marks or "driving force"): :X_i= \nabla \frac \, , where n_i are the "thermodynamic coordinates". For the heat and mass transfer one can take n_0=u (the density of internal energy) and n_i is the concentration of the ith component. The corresponding driving forces are the space vectors : X_0= \nabla \frac\ , \;\;\; X_i= - \nabla \frac \; (i >0) , because \mathrms = \frac \,\mathrmu-\sum_ \frac \, n_i where ''T'' is the absolute temperature and \mu_i is the chemical potential of the ith component. It should be stressed that the separate diffusion equations describe the mixing or mass transport without bulk motion. Therefore, the terms with variation of the total pressure are neglected. It is possible for diffusion of small admixtures and for small gradients. For the linear Onsager equations, we must take the thermodynamic forces in the linear approximation near equilibrium: :X_i= \sum_ \left.\frac\_ \nabla n_k \ , where the derivatives of s are calculated at equilibrium n^*. The matrix of the ''kinetic coefficients'' L_ should be symmetric ( Onsager reciprocal relations) and positive definite ( for the entropy growth). The transport equations are :\frac= - \operatorname \mathbf_i =- \sum_ L_\operatorname X_j = \sum_ \left _\right\, \Delta n_k\ . Here, all the indexes are related to the internal energy (0) and various components. The expression in the square brackets is the matrix D_ of the diffusion (''i'',''k'' > 0), thermodiffusion (''i'' > 0, ''k'' = 0 or ''k'' > 0, ''i'' = 0) and thermal conductivity () coefficients. Under isothermal conditions ''T'' = constant. The relevant thermodynamic potential is the free energy (or the free entropy). The thermodynamic driving forces for the isothermal diffusion are antigradients of chemical potentials, -(1/T)\,\nabla\mu_j, and the matrix of diffusion coefficients is :D_=\frac\sum_ L_ \left.\frac \_ (''i,k'' > 0). There is intrinsic arbitrariness in the definition of the thermodynamic forces and kinetic coefficients because they are not measurable separately and only their combinations \sum_j L_X_j can be measured. For example, in the original work of Onsager the thermodynamic forces include additional multiplier ''T'', whereas in the Course of Theoretical Physics this multiplier is omitted but the sign of the thermodynamic forces is opposite. All these changes are supplemented by the corresponding changes in the coefficients and do not affect the measurable quantities.


Nondiagonal diffusion must be nonlinear

The formalism of linear irreversible thermodynamics (Onsager) generates the systems of linear diffusion equations in the form :\frac = \sum_j D_ \, \Delta c_j. If the matrix of diffusion coefficients is diagonal, then this system of equations is just a collection of decoupled Fick's equations for various components. Assume that diffusion is non-diagonal, for example, D_ \neq 0, and consider the state with c_2 = \cdots = c_n = 0. At this state, \partial c_2 / \partial t = D_ \, \Delta c_1. If D_ \, \Delta c_1(x) < 0 at some points, then c_2(x) becomes negative at these points in a short time. Therefore, linear non-diagonal diffusion does not preserve positivity of concentrations. Non-diagonal equations of multicomponent diffusion must be non-linear.


Einstein's mobility and Teorell formula

The Einstein relation (kinetic theory) connects the diffusion coefficient and the mobility (the ratio of the particle's terminal
drift velocity In physics, a drift velocity is the average velocity attained by charged particles, such as electrons, in a material due to an electric field. In general, an electron in a conductor will propagate randomly at the Fermi velocity, resulting in an a ...
to an applied
force In physics, a force is an influence that can change the motion of an object. A force can cause an object with mass to change its velocity (e.g. moving from a state of rest), i.e., to accelerate. Force can also be described intuitively as a p ...
) : D = \frac, where ''D'' is the diffusion constant, ''μ'' is the "mobility", ''k''B is Boltzmann's constant, ''T'' is the absolute temperature, and ''q'' is the
elementary charge The elementary charge, usually denoted by is the electric charge carried by a single proton or, equivalently, the magnitude of the negative electric charge carried by a single electron, which has charge −1 . This elementary charge is a fundame ...
, that is, the charge of one electron. Below, to combine in the same formula the chemical potential ''μ'' and the mobility, we use for mobility the notation \mathfrak. The mobility-based approach was further applied by T. Teorell. In 1935, he studied the diffusion of ions through a membrane. He formulated the essence of his approach in the formula: :the flux is equal to mobility × concentration × force per gram-ion. This is the so-called ''Teorell formula''. The term "gram-ion" ("gram-particle") is used for a quantity of a substance that contains Avogadro's number of ions (particles). The common modern term is mole. The force under isothermal conditions consists of two parts: # Diffusion force caused by concentration gradient: -RT \frac \, \nabla n = -RT \, \nabla (\ln(n/n^\text)). # Electrostatic force caused by electric potential gradient: q \, \nabla \varphi. Here ''R'' is the gas constant, ''T'' is the absolute temperature, ''n'' is the concentration, the equilibrium concentration is marked by a superscript "eq", ''q'' is the charge and ''φ'' is the electric potential. The simple but crucial difference between the Teorell formula and the Onsager laws is the concentration factor in the Teorell expression for the flux. In the Einstein–Teorell approach, if for the finite force the concentration tends to zero then the flux also tends to zero, whereas the Onsager equations violate this simple and physically obvious rule. The general formulation of the Teorell formula for non-perfect systems under isothermal conditions is :\mathbf = \mathfrak \exp\left(\frac\right)(-\nabla \mu + (\text)), where ''μ'' is the chemical potential, ''μ''0 is the standard value of the chemical potential. The expression a = \exp\left(\frac\right) is the so-called activity. It measures the "effective concentration" of a species in a non-ideal mixture. In this notation, the Teorell formula for the flux has a very simple form :\mathbf = \mathfrak a (-\nabla \mu + (\text)). The standard derivation of the activity includes a normalization factor and for small concentrations a = n/n^\ominus + o(n/n^\ominus), where n^\ominus is the standard concentration. Therefore, this formula for the flux describes the flux of the normalized dimensionless quantity n/n^\ominus: :\frac = \nabla \cdot mathfrak a (\nabla \mu - (\text))


Fluctuation-dissipation theorem

Fluctuation-dissipation theorem based on the
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 Lange ...
is developed to extend the Einstein model to the ballistic time scale. According to Langevin, the equation is based on Newton's second law of motion as :m \frac = -\frac\frac + F(t) where * ''x'' is the position. * ''μ'' is the mobility of the particle in the fluid or gas, which can be calculated using the Einstein relation (kinetic theory). * ''m'' is the mass of the particle. * ''F'' is the random force applied to the particle. * ''t'' is time. Solving this equation, one obtained the time-dependent diffusion constant in the long-time limit and when the particle is significantly denser than the surrounding fluid, : D(t) = \mu \, k_ T(1-e^) where * ''k''B is Boltzmann's constant; * ''T'' is the absolute temperature. * ''μ'' is the mobility of the particle in the fluid or gas, which can be calculated using the Einstein relation (kinetic theory). * ''m'' is the mass of the particle. * ''t'' is time.


Teorell formula for multicomponent diffusion

The Teorell formula with combination of Onsager's definition of the diffusion force gives :\mathbf_i = \mathfrak a_i \sum_j L_ X_j, where \mathfrak is the mobility of the ''i''th component, a_i is its activity, L_ is the matrix of the coefficients, X_j is the thermodynamic diffusion force, X_j= -\nabla \frac. For the isothermal perfect systems, X_j = - R \frac. Therefore, the Einstein–Teorell approach gives the following multicomponent generalization of the Fick's law for multicomponent diffusion: :\frac = \sum_j \nabla \cdot \left(D_\frac \nabla n_j\right), where D_ is the matrix of coefficients. The Chapman–Enskog formulas for diffusion in gases include exactly the same terms. Earlier, such terms were introduced in the Maxwell–Stefan diffusion equation.


Jumps on the surface and in solids

Diffusion of reagents on the surface of a catalyst may play an important role in heterogeneous catalysis. The model of diffusion in the ideal monolayer is based on the jumps of the reagents on the nearest free places. This model was used for CO on Pt oxidation under low gas pressure. The system includes several reagents A_1,A_2,\ldots, A_m on the surface. Their surface concentrations are c_1,c_2,\ldots, c_m. The surface is a lattice of the adsorption places. Each reagent molecule fills a place on the surface. Some of the places are free. The concentration of the free places is z=c_0. The sum of all c_i (including free places) is constant, the density of adsorption places ''b''. The jump model gives for the diffusion flux of A_i (''i'' = 1, ..., ''n''): :\mathbf_i=-D_i \, \nabla c_i - c_i \nabla z, . The corresponding diffusion equation is: :\frac=- \operatorname\mathbf_i=D_i \, \Delta c_i - c_i \, \Delta z\, . Due to the conservation law, z=b-\sum_^n c_i \, , and we have the system of ''m'' diffusion equations. For one component we get Fick's law and linear equations because (b-c) \,\nabla c- c\,\nabla(b-c) = b\,\nabla c. For two and more components the equations are nonlinear. If all particles can exchange their positions with their closest neighbours then a simple generalization gives :\mathbf_i=-\sum_j D_ _j \,\nabla c_i - c_i \,\nabla c_j/math> :\frac=\sum_j D_ _j \, \Delta c_i - c_i \,\Delta c_j/math> where D_ = D_ \geq 0 is a symmetric matrix of coefficients that characterize the intensities of jumps. The free places (vacancies) should be considered as special "particles" with concentration c_0. Various versions of these jump models are also suitable for simple diffusion mechanisms in solids.


Diffusion in porous media

For diffusion in porous media the basic equations are (if Φ is constant): :\mathbf=- \phi D \,\nabla n^m :\frac = D \, \Delta n^m \, , where ''D'' is the diffusion coefficient, Φ is porosity, ''n'' is the concentration, ''m'' > 0 (usually ''m'' > 1, the case ''m'' = 1 corresponds to Fick's law). Care must be taken to properly account for the porosity (Φ) of the porous medium in both the flux terms and the accumulation terms. For example, as the porosity goes to zero, the molar flux in the porous medium goes to zero for a given concentration gradient. Upon applying the divergence of the flux, the porosity terms cancel out and the second equation above is formed. For diffusion of gases in porous media this equation is the formalization of Darcy's law: the volumetric flux of a gas in the porous media is :q=-\frac\,\nabla p where ''k'' is the permeability of the medium, ''μ'' is the viscosity and ''p'' is the pressure. The advective molar flux is given as ''J'' = ''nq'' and for p \sim n^\gamma Darcy's law gives the equation of diffusion in porous media with ''m'' = ''γ'' + 1. In porous media, the average linear velocity (ν), is related to the volumetric flux as: \upsilon= q/\phi Combining the advective molar flux with the diffusive flux gives the advection dispersion equation \frac = D \, \Delta n^m \ - \nu\cdot \nabla n^m, For underground water infiltration, the Boussinesq approximation gives the same equation with ''m'' = 2. For plasma with the high level of radiation, the
Zeldovich Yakov Borisovich Zeldovich ( be, Я́каў Бары́савіч Зяльдо́віч, russian: Я́ков Бори́сович Зельдо́вич; 8 March 1914 – 2 December 1987), also known as YaB, was a leading Soviet physicist of Bel ...
–Raizer equation gives ''m'' > 4 for the heat transfer.


Diffusion in physics


Diffusion coefficient in kinetic theory of gases

The diffusion coefficient D is the coefficient in the Fick's first law J=- D \, \partial n/\partial x , where ''J'' is the diffusion flux (
amount of substance In chemistry, the amount of substance ''n'' in a given sample of matter is defined as the quantity or number of discrete atomic-scale particles in it divided by the Avogadro constant ''N''A. The particles or entities may be molecules, atoms, ions, ...
) per unit area per unit time, ''n'' (for ideal mixtures) is the concentration, ''x'' is the position ength Consider two gases with molecules of the same diameter ''d'' and mass ''m'' ( self-diffusion). In this case, the elementary mean free path theory of diffusion gives for the diffusion coefficient :D=\frac \ell v_T = \frac\sqrt \frac\, , where ''k''B is the Boltzmann constant, ''T'' is the temperature, ''P'' is the pressure, \ell is the mean free path, and ''vT'' is the mean thermal speed: :\ell = \frac\, , \;\;\; v_T=\sqrt\, . We can see that the diffusion coefficient in the mean free path approximation grows with ''T'' as ''T''3/2 and decreases with ''P'' as 1/''P''. If we use for ''P'' the ideal gas law ''P'' = ''RnT'' with the total concentration ''n'', then we can see that for given concentration ''n'' the diffusion coefficient grows with ''T'' as ''T''1/2 and for given temperature it decreases with the total concentration as 1/''n''. For two different gases, A and B, with molecular masses ''m''A, ''m''B and molecular diameters ''d''A, ''d''B, the mean free path estimate of the diffusion coefficient of A in B and B in A is: : D_=\frac\sqrt\sqrt\frac\, ,


The theory of diffusion in gases based on Boltzmann's equation

In Boltzmann's kinetics of the mixture of gases, each gas has its own distribution function, f_i(x,c,t), where ''t'' is the time moment, ''x'' is position and ''c'' is velocity of molecule of the ''i''th component of the mixture. Each component has its mean velocity C_i(x,t) = \frac \int_c c f(x,c,t) \, dc. If the velocities C_i(x,t) do not coincide then there exists ''diffusion''. In the Chapman–Enskog approximation, all the distribution functions are expressed through the densities of the conserved quantities: * individual concentrations of particles, n_i(x,t)=\int_c f_i(x,c,t)\, dc (particles per volume), * density of momentum \sum_i m_i n_i C_i(x,t) (''mi'' is the ''i''th particle mass), * density of kinetic energy \sum_i \left( n_i\frac + \int_c \frac f_i(x,c,t)\, dc \right). The kinetic temperature ''T'' and pressure ''P'' are defined in 3D space as :\frack_ T=\frac \int_c \frac f_i(x,c,t)\, dc; \quad P=k_nT, where n=\sum_i n_i is the total density. For two gases, the difference between velocities, C_1-C_2 is given by the expression: : C_1-C_2=-\fracD_\left\, where F_i is the force applied to the molecules of the ''i''th component and k_T is the thermodiffusion ratio. The coefficient ''D''12 is positive. This is the diffusion coefficient. Four terms in the formula for ''C''1−''C''2 describe four main effects in the diffusion of gases: # \nabla \,\left(\frac\right) describes the flux of the first component from the areas with the high ratio ''n''1/''n'' to the areas with lower values of this ratio (and, analogously the flux of the second component from high ''n''2/''n'' to low ''n''2/''n'' because ''n''2/''n'' = 1 – ''n''1/''n''); # \frac\nabla P describes the flux of the heavier molecules to the areas with higher pressure and the lighter molecules to the areas with lower pressure, this is barodiffusion; # \frac(F_1-F_2) describes diffusion caused by the difference of the forces applied to molecules of different types. For example, in the Earth's gravitational field, the heavier molecules should go down, or in electric field the charged molecules should move, until this effect is not equilibrated by the sum of other terms. This effect should not be confused with barodiffusion caused by the pressure gradient. # k_T \frac\nabla T describes thermodiffusion, the diffusion flux caused by the temperature gradient. All these effects are called ''diffusion'' because they describe the differences between velocities of different components in the mixture. Therefore, these effects cannot be described as a ''bulk'' transport and differ from advection or convection. In the first approximation, * D_=\frac\left frac \right for rigid spheres; * D_=\frac \left frac\right \left(\frac \right)^ for repulsing force \kappa_r^. The number A_1() is defined by quadratures (formulas (3.7), (3.9), Ch. 10 of the classical Chapman and Cowling book) We can see that the dependence on ''T'' for the rigid spheres is the same as for the simple mean free path theory but for the power repulsion laws the exponent is different. Dependence on a total concentration ''n'' for a given temperature has always the same character, 1/''n''. In applications to gas dynamics, the diffusion flux and the bulk flow should be joined in one system of transport equations. The bulk flow describes the mass transfer. Its velocity ''V'' is the mass average velocity. It is defined through the momentum density and the mass concentrations: :V=\frac \rho \, . where \rho_i =m_i n_i is the mass concentration of the ''i''th species, \rho=\sum_i \rho_i is the mass density. By definition, the diffusion velocity of the ''i''th component is v_i=C_i-V, \sum_i \rho_i v_i=0. The mass transfer of the ''i''th component is described by the
continuity equation A continuity equation or transport equation is an equation that describes the transport of some quantity. It is particularly simple and powerful when applied to a conserved quantity, but it can be generalized to apply to any extensive quantity. S ...
:\frac+\nabla(\rho_i V) + \nabla (\rho_i v_i) = W_i \, , where W_i is the net mass production rate in chemical reactions, \sum_i W_i= 0. In these equations, the term \nabla(\rho_i V) describes advection of the ''i''th component and the term \nabla (\rho_i v_i) represents diffusion of this component. In 1948, Wendell H. Furry proposed to use the ''form'' of the diffusion rates found in kinetic theory as a framework for the new phenomenological approach to diffusion in gases. This approach was developed further by F.A. Williams and S.H. Lam. For the diffusion velocities in multicomponent gases (''N'' components) they used :v_i=-\left(\sum_^N D_ \mathbf_j + D_i^ \, \nabla (\ln T) \right)\, ; :\mathbf_j=\nabla X_j + (X_j-Y_j)\,\nabla (\ln P) + \mathbf_j\, ; :\mathbf_j=\frac \left( Y_j \sum_^N Y_k (f_k-f_j) \right)\, . Here, D_ is the diffusion coefficient matrix, D_i^ is the thermal diffusion coefficient, f_i is the body force per unit mass acting on the ''i''th species, X_i=P_i/P is the partial pressure fraction of the ''i''th species (and P_i is the partial pressure), Y_i=\rho_i/\rho is the mass fraction of the ''i''th species, and \sum_i X_i=\sum_i Y_i=1.


Diffusion of electrons in solids

When the density of electrons in solids is not in equilibrium, diffusion of electrons occurs. For example, when a bias is applied to two ends of a chunk of semiconductor, or a light shines on one end (see right figure), electrons diffuse from high density regions (center) to low density regions (two ends), forming a gradient of electron density. This process generates current, referred to as diffusion current. Diffusion current can also be described by Fick's first law :J=- D \, \partial n/\partial x\, , where ''J'' is the diffusion current density (
amount of substance In chemistry, the amount of substance ''n'' in a given sample of matter is defined as the quantity or number of discrete atomic-scale particles in it divided by the Avogadro constant ''N''A. The particles or entities may be molecules, atoms, ions, ...
) per unit area per unit time, ''n'' (for ideal mixtures) is the electron density, ''x'' is the position ength


Diffusion in geophysics

Analytical and numerical models that solve the diffusion equation for different initial and boundary conditions have been popular for studying a wide variety of changes to the Earth's surface. Diffusion has been used extensively in erosion studies of hillslope retreat, bluff erosion, fault scarp degradation, wave-cut terrace/shoreline retreat, alluvial channel incision, coastal shelf retreat, and delta progradation. Although the Earth's surface is not literally diffusing in many of these cases, the process of diffusion effectively mimics the holistic changes that occur over decades to millennia. Diffusion models may also be used to solve inverse boundary value problems in which some information about the depositional environment is known from paleoenvironmental reconstruction and the diffusion equation is used to figure out the sediment influx and time series of landform changes.


Dialysis

Dialysis works on the principles of the diffusion of solutes and ultrafiltration of fluid across a semi-permeable membrane. Diffusion is a property of substances in water; substances in water tend to move from an area of high concentration to an area of low concentration.'' Mosby’s Dictionary of Medicine, Nursing, & Health Professions''. 7th ed. St. Louis, MO; Mosby: 2006 Blood flows by one side of a semi-permeable membrane, and a dialysate, or special dialysis fluid, flows by the opposite side. A semipermeable membrane is a thin layer of material that contains holes of various sizes, or pores. Smaller solutes and fluid pass through the membrane, but the membrane blocks the passage of larger substances (for example, red blood cells and large proteins). This replicates the filtering process that takes place in the kidneys when the blood enters the kidneys and the larger substances are separated from the smaller ones in the glomerulus.


Random walk (random motion)

One common misconception is that individual atoms, ions or molecules move randomly, which they do not. In the animation on the right, the ion in the left panel appears to have "random" motion in the absence of other ions. As the right panel shows, however, this motion is not random but is the result of "collisions" with other ions. As such, the movement of a single atom, ion, or molecule within a mixture just appears random when viewed in isolation. The movement of a substance within a mixture by "random walk" is governed by the kinetic energy within the system that can be affected by changes in concentration, pressure or temperature. (This is a classical description. At smaller scales, quantum effects will be non-negligible, in general. Thus, the study of the movement of a single atom becomes more subtle since particles at such small scales are described by probability amplitudes rather than deterministic measures of position and velocity.)


Separation of diffusion from convection in gases

While Brownian motion of multi-molecular mesoscopic particles (like pollen grains studied by Brown) is observable under an optical microscope, molecular diffusion can only be probed in carefully controlled experimental conditions. Since Graham experiments, it is well known that avoiding of convection is necessary and this may be a non-trivial task. Under normal conditions, molecular diffusion dominates only at lengths in the nanometre-to-millimetre range. On larger length scales, transport in liquids and gases is normally due to another transport phenomenon, convection. To separate diffusion in these cases, special efforts are needed. Therefore, some often cited examples of diffusion are ''wrong'': If cologne is sprayed in one place, it can soon be smelled in the entire room, but a simple calculation shows that this can't be due to diffusion. Convective motion persists in the room because of the temperature nhomogeneity If ink is dropped in water, one usually observes an inhomogeneous evolution of the spatial distribution, which clearly indicates convection (caused, in particular, by this dropping). In contrast,
heat conduction Conduction is the process by which heat is transferred from the hotter end to the colder end of an object. The ability of the object to conduct heat is known as its ''thermal conductivity'', and is denoted . Heat spontaneously flows along a te ...
through solid media is an everyday occurrence (for example, a metal spoon partly immersed in a hot liquid). This explains why the diffusion of heat was explained mathematically before the diffusion of mass.


Other types of diffusion

* Anisotropic diffusion, also known as the Perona–Malik equation, enhances high gradients * Atomic diffusion, in solids * Bohm diffusion, spread of plasma across magnetic fields * Eddy diffusion, in coarse-grained description of turbulent flow * Effusion of a gas through small holes * Electronic diffusion, resulting in an
electric current An electric current is a stream of charged particles, such as electrons or ions, moving through an electrical conductor or space. It is measured as the net rate of flow of electric charge through a surface or into a control volume. The moving pa ...
called the diffusion current * Facilitated diffusion, present in some organisms * Gaseous diffusion, used for isotope separation *
Heat equation In mathematics and physics, the heat equation is a certain partial differential equation. Solutions of the heat equation are sometimes known as caloric functions. The theory of the heat equation was first developed by Joseph Fourier in 1822 for t ...
, diffusion of thermal energy * Itō diffusion, mathematisation of Brownian motion, continuous stochastic process. * Knudsen diffusion of gas in long pores with frequent wall collisions * Lévy flight * Molecular diffusion, diffusion of molecules from more dense to less dense areas * Momentum diffusion ex. the diffusion of the hydrodynamic velocity field * Photon diffusion * Plasma diffusion * Random walk, model for diffusion * Reverse diffusion, against the concentration gradient, in phase separation * Rotational diffusion, random reorientation of molecules *
Surface diffusion Surface diffusion is a general process involving the motion of adatoms, molecules, and atomic clusters ( adparticles) at solid material surfaces.Oura, Lifshits, Saranin, Zotov, and Katayama 2003, p. 325 The process can generally be thought of in t ...
, diffusion of adparticles on a surface * Taxis is an animal's directional movement activity in response to a stimulus ** Kinesis is an animal's non-directional movement activity in response to a stimulus * Trans-cultural diffusion, diffusion of cultural traits across geographical area * Turbulent diffusion, transport of mass, heat, or momentum within a turbulent fluid


See also

* * * * * * * *


References

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