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, as in spinodal decomposition. Diffusion is a stochastic process due to the inherent randomness of the diffusing entity and can be used to model many real-life stochastic scenarios. Therefore, diffusion and the corresponding mathematical models are used in several fields beyond physics, such as statistics, probability theory, information theory, neural networks, finance, and marketing.
The concept of diffusion is widely used in many fields, including physics (particle diffusion), chemistry, biology, sociology, economics, statistics, data science, and finance (diffusion of people, ideas, data 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.