Diffusion equation from random motion

AI Thread Summary
The discussion centers on deriving the diffusion equation from the equation of motion, specifically using the concept of white noise represented by η(t). The original poster seeks assistance in recalling a specific derivation that involves starting with the Gaussian form of noise and incorporating a delta function. A suggestion is made to search for the Langevin equation, which is relevant to this topic. This equation is crucial for understanding the relationship between random motion and diffusion processes. The conversation emphasizes the connection between stochastic processes and the mathematical formulation of diffusion.
sinusoid
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hi all, i am a new member here. nice to meet you all.

i remember seeing a derivation of diffusion equation from the equation of motion \dot{x}=\eta(t) where \eta(t) is white noise. i can't remember where i saw this... could anyone please help me on that?

it should be something like starting with the gaussian form of noise and then inserting a delta function representing the equation of motion... but nothing more i can remember.

thanks very much!
 
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Try a google or bing search for "diffusion equation".
 
You are looking for a Langevin equation I believe.
 

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