next up previous contents index
Next: Hydrodynamics Up: Stochastic processes Previous: Appendix B

Appendix C

In this appendix we shall derive the Smoluchowski equation , starting from the Langevin equation  (4.27), (4.28).

Using exactly the same method as in appendix A, but now applied to $G(\vec{r};\vec{r}_{0};t)$ we arrive at

$\displaystyle { \int d^3r F(\vec{r}) G(\vec{r};\vec{r}_0;t+\Delta t) = \int
d^3r' \{ d^3r G(\vec{r};\vec{r}';\Delta t) \} F(\vec{r}') }$
    $\displaystyle + \sum_{\alpha} \int d^3r^{\prime}\{ \int d^3r
(r_{\alpha}-r^{\pr...
...;\vec{r}_0;t) \frac{\partial}{\partial r^{\prime}_{\alpha}}
F(\vec{r}^{\prime})$  
    $\displaystyle +\frac{1}{2} \sum_{\alpha}\sum_{\beta} \int d^3r^{\prime} \{ \int...
...\alpha})(r_{\beta}-r^{\prime}_{\beta}) G(\vec{r};
\vec{r}^{\prime};\Delta t) \}$  
    $\displaystyle \times G(\vec{r}^{\prime};\vec{r}_0;t) \frac{\partial^2}{
\partial r^{\prime}_{\alpha} \partial r^{\prime}_{\beta}} F(\vec{r}
^{\prime}).$ (4.75)

Using
$\displaystyle \int d^3r G(\vec{r};\vec{r}^{\prime};\Delta t)$ = 1 (4.76)
$\displaystyle \int d^3r (\vec{r}-\vec{r}^{\prime}) G(\vec{r};\vec{r}
^{\prime};\Delta t)$ = $\displaystyle -\frac{1}{\xi m} \vec{\nabla}^{\prime}\Phi
\Delta t + \vec{\nabla}^{\prime}D \Delta t$ (4.77)
$\displaystyle \int d^3r (\vec{r}-\vec{r}^{\prime})(\vec{r}-\vec{r}^{\prime}) G(\vec{
r};\vec{r}^{\prime};\Delta t)$ = $\displaystyle 2 D \mathbf{1} \Delta t$ (4.78)

which follow from Eqs. (4.27) and (4.28), and following the same strategy as in appendix A we arrive at
$\displaystyle { \frac{\partial}{\partial t} G(\vec{r};\vec{r}_0;t) = \vec{\nabla}
\cdot \frac{1}{\xi m} G(\vec{r};\vec{r}_0;t) \vec{\nabla} \Phi (\vec{r}) }$
    $\displaystyle -\vec{\nabla}\cdot G(\vec{r};\vec{r}_0;t)\vec{\nabla} D + \nabla^2 D G(
\vec{r};\vec{r}_0;t)$ (4.79)

It is not difficult to show that the last two terms together yield $\vec{
\nabla}\cdot D \vec{\nabla} G(\vec{r};\vec{r}_0;t)$, which proves the equivalence of Eqs. (4.27), (4.28) and Eqs. (4.32), (4.33).


next up previous contents index
Next: Hydrodynamics Up: Stochastic processes Previous: Appendix B
W.J. Briels