Brownian Motion Problem Set Solutions
Brownian Motion Problem Set Solutions
Time correlation functions are critical in analyzing thermal fluctuations in a resistor-capacitor circuit because they quantify the temporal relationships of random variables like charge and current, providing insights into how these quantities evolve under thermal noise. These functions, such as 〈Q(t)Q(0)〉 for charge and 〈I(t)I(0)〉 for current, help to understand the natural timescales over which fluctuations occur and dissipate. Specifically, they reflect the statistical thermal energy distribution and relate back to fundamental principles such as the Nyquist theorem, which ties fluctuations to dissipation and resistance in the system .
The Nyquist theorem, or the fluctuation-dissipation theorem in the context of electrical circuits, relates the randomly fluctuating voltage across a component such as a resistor to the temperature and resistance of the component. Mathematically, this is expressed as 〈ψr(t)ψr(0)〉 = 2Rk_B T δ(t), where R is the resistance, k_B is Boltzmann's constant, T is the absolute temperature, and δ(t) is the Dirac delta function. This theorem indicates that the thermal noise voltage generated in a resistor due to fluctuating charge carriers is proportional to the resistance and temperature, affirming that even at thermal equilibrium, components exhibit noise due to energy exchanges with their surroundings .
The Langevin equation describes the dynamics of a Brownian particle under external potential, balancing friction, random forces, and, in the case of a harmonic potential, restoration forces. The equation is given as dx/dt = -kx/γ + vr(t), where x represents displacement, k is the spring constant, and γ is the friction coefficient. The harmonic term -kx/γ relates to the potential, providing a restoring force that allows for oscillatory behavior superimposed on random fluctuations represented by vr(t). It accounts for the interplay of deterministic and stochastic influences on the particle's motion, leading to a steady state characterized by equilibrium fluctuations around the potential minimum .
The fluctuation-dissipation theorem (FDT) can be derived by analyzing the relation between the fluctuations represented by the velocity autocorrelation function ⟨v(t)v(0)⟩ and the corresponding dissipation mechanisms due to the random drive and propulsion. Considering the velocity v(t) = vr(t) + vx, the autocorrelation function reflects these components' contributions to thermal fluctuations and the propulsion dynamics. By linking ⟨v(t)v(0)⟩ to force fluctuations through the relationship F(t) = γv(t), where γ is the damping coefficient, FDT emerges as it asserts that dissipation (force autocorrelation) is directly tied to spontaneous fluctuations (velocity autocorrelation) in equilibrium. Thus, ⟨ξ(t)ξ(0)⟩ = (FDT factor) * ⟨v(t)v(0)⟩ showcases this inherent physical connection .
In a driven Brownian particle where propulsion speed vx is present, the velocity autocorrelation function ⟨v(t)v(0)⟩ includes contributions from both the random thermal velocity component vr(t) and the constant propulsion vx. This results in an autocorrelation function that reflects persistent motion due to vx superimposed on the stochastic decay associated with vr(t). Mathematically, the autocorrelation function ⟨v(t)v(0)⟩ = ⟨vr(t)vr(0)⟩ + vx^2, showing a continuous, additive effect of the constant speed on the correlation as opposed to the typically decaying correlation of purely Brownian motion .
Brownian motion contributes to particle diffusion by causing the particle to move randomly due to thermal fluctuations. Over short time scales, the diffusion results in small displacements due to higher relative influence of random forces than any drift. As time increases, the mean square displacement (MSD) becomes proportional to the time, consistent with the relationship ⟨(x(t) - x(0))^2⟩ = 2Dt, where D is the diffusion constant and t is time. Therefore, the mobility of a particle experiencing Brownian motion leads to significant diffusion over longer time scales, as opposed to minimal displacement in short durations .
Under a constant force applied to one particle in a two-Brownian-particle system connected by a spring, the average displacement behaves differently over time. At short times, the displacement arises mainly from the direct force with negligible influence from the spring, while at long times, the spring coupling becomes significant and resists the displacement, leading to less relative movement between the two particles. The average displacements 〈x1(t) - x1(0)〉F1(e) and 〈x2(t) - x2(0)〉F1(e) evolve, accounting for both the applied force and the spring tension, which eventually balances out, limiting further separation .
Connected Brownian particles exhibit collective dynamics not seen in isolated particles due to the coupled response facilitated by the connecting harmonic spring. When an external force is applied, the relative movement between the particles adjusts to accommodate the force and the spring tension. This interplay results in correlated motion where changes in one particle affect the other, leading to complex displacement behaviors like reduced independent dispersion and oscillations around a mean position relative to the spring tension. Such coupled systems display more restrained and concerted movements compared to isolated particles which respond independently to external forces .
A constant propulsion speed enhances the mean square displacement (MSD) of a Brownian particle by adding a deterministic, linear trajectory to the otherwise random walk process. The presence of a propulsion speed vx implies a combined displacement of random diffusion and steady progression, resulting in an MSD that grows as ⟨(x(t) - x(0))^2⟩ = 2Dt + (vx t)^2. Therefore, the quadratic term (vx t)^2 due to consistent propulsion significantly increases MSD over time, highlighting the modified spread of particle positions due to the added propulsion mechanism in contrast to pure diffusion .
The sedimentation velocity Vs of a colloidal particle in a fluid depends on the density difference between the particle and the fluid. Specifically, the velocity is proportional to the difference in density, as given by Stoke's Law, which states Vs = (2/9) * (r^2 * (ρ_particle - ρ_medium) * g) / η, where r is the radius of the particle, ρ_particle and ρ_medium are the densities of the particle and the medium, g is the gravitational acceleration, and η is the viscosity of the medium. A greater density difference results in a higher sedimentation velocity .