Brownian motion in the context of "Stochastic processes"

In particle physics, an elementary particle or fundamental particle is a subatomic particle that is not composed of other particles. The Standard Model recognizes seventeen distinct particles—twelve fermions and five bosons. As a consequence of flavor and color combinations and antimatter, the fermions and bosons are known to have 48 and 13 variations, respectively. These 61 elementary particles include electrons and other leptons, quarks, and the fundamental bosons. Subatomic particles such as protons or neutrons, which contain two or more elementary particles, are known as composite particles.

Ordinary matter is composed of atoms, themselves once thought to be indivisible elementary particles. The name atom comes from the Ancient Greek word ἄτομος (atomos) which means indivisible or uncuttable. Despite the theories about atoms that had existed for thousands of years, the factual existence of atoms remained controversial until 1905. In that year, Albert Einstein published his paper on Brownian motion, putting to rest theories that had regarded molecules as mathematical illusions. Einstein subsequently identified matter as ultimately composed of various concentrations of energy.

In the physics of aerosols, deposition is the process by which aerosol particles collect or deposit themselves on solid surfaces, decreasing the concentration of the particles in the air. It can be divided into two sub-processes: dry and wet deposition. The rate of deposition, or the deposition velocity, is slowest for particles of an intermediate size. Mechanisms for deposition are most effective for either very small or very large particles. Very large particles will settle out quickly through sedimentation (settling) or impaction processes, while Brownian diffusion has the greatest influence on small particles. This is because very small particles coagulate in few hours until they achieve a diameter of 0.5 micrometres. At this size they no longer coagulate. This has a great influence in the amount of PM-2.5 present in the air.

Deposition velocity is defined from F = vc, where F is flux density, v is deposition velocity and c is concentration. In gravitational deposition, this velocity is the settling velocity due to the gravity-induced drag.

"Über die von der molekularkinetischen Theorie der Wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen" (English: "On the movement of small particles suspended in a stationary liquid demanded by the molecular-kinetic theory of heat") is the 1905 journal article, by Albert Einstein, that proved the reality of atoms, the modern understanding of which had been proposed in 1808 by John Dalton. It is one of the four groundbreaking papers Einstein published in 1905, in Annalen der Physik, in his miracle year.

In 1827, botanist Robert Brown used a microscope to look at dust grains floating in water. He found that the floating grains were moving about erratically; a phenomenon that became known as "Brownian motion". This was thought to be caused by water molecules knocking the grains about. In 1905, Albert Einstein proved the reality of these molecules and their motions by producing the first statistical physics analysis of Brownian motion. French physicist Jean Perrin used Einstein's results to experimentally determine the mass, and the dimensions, of atoms, thereby conclusively verifying Dalton's atomic theory.

In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space, such as in a parametric curve. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a pipe, the random motion of particles in the air, and the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as ordinary differential equations and ergodic theory by allowing different choices of the space and how time is measured. Time can be measured by integers, by real or complex numbers or can be a more general algebraic object, losing the memory of its physical origin, and the space may be a manifold or simply a set, without the need of a smooth space-time structure defined on it.

At any given time, a dynamical system has a state representing a point in an appropriate state space. This state is often given by a tuple of real numbers or by a vector in a geometrical manifold. The evolution rule of the dynamical system is a function that describes what future states follow from the current state. Often the function is deterministic, that is, for a given time interval only one future state follows from the current state. However, some systems are stochastic, in that random events also affect the evolution of the state variables.

A dispersion is a system in which distributed particles of one material are dispersed in a continuous phase of another material. The two phases may be in the same or different states of matter.

Dispersions are classified in a number of different ways, including how large the particles are in relation to the particles of the continuous phase, whether or not precipitation occurs, and the presence of Brownian motion. In general, dispersions of particles sufficiently large for sedimentation are called suspensions, while those of smaller particles are called colloids and solutions.

In probability theory, fractional Brownian motion (fBm), also called a fractal Brownian motion, is a generalization of Brownian motion. Unlike classical Brownian motion, the increments of fBm need not be independent. fBm is a continuous-time Gaussian process ${\textstyle B_{H}(t)}$ on ${\textstyle [0,T]}$, that starts at zero, has expectation zero for all ${\displaystyle t}$ in ${\textstyle [0,T]}$, and has the following covariance function:

where H is a real number in (0, 1), called the Hurst index or Hurst parameter associated with the fractional Brownian motion. The Hurst exponent describes the raggedness of the resultant motion, with a higher value leading to a smoother motion. It was introduced by Mandelbrot & van Ness (1968).