Simple Brownian Diffusion

Dan Gillespie is a physicist, with a B.A. from Rice University and a Ph.D. from Johns Hopkins University. He is best known as the inventor of the Gillespie algorithm for numerically simulating the discrete-stochastic time evolution of chemical reactions inside living cells. He has written two previous books in science: A Quantum Mechanics Primer (in print from 1970 to 1986 from International Textbook Co.), and Markov Processes: An Introduction for Physical Scientists (1992, Academic Press). He was for 30 years a civilian research scientist for the U. S. Navy in China Lake, California. Since his retirement from there in 2001 he has been a private consultant in stochastic chemical kinetics, working collaboratively with researchers at the University of California at Santa Barbara and the California Institute of Technology.Effrosyni Seitaridou is an Associate Professor of Physics at Oxford College of Emory University in Atlanta, Georgia. In 2002 she received a B.A. in physics from Smith College and also a B.E. in Materials Science from Dartmouth College. She did post-graduate studies at the California Institute of Technology as a Moore Fellow in the Rob Phillips research group. There she received her M.S. (2004) and Ph.D. (2008) in applied physics, with a focus on biochemical systems and microfluidics devices. She is currently conducting experiments with undergraduate students on diffusion in biofilms. She is also designing interdisciplinary experiments for the introductory physics curriculum. In 2009 she received formal recognition from Phi Beta Kappa for her excellence in teaching.

• 1. The Fickian theory of diffusion ; 2. A review of random variable theory ; 3. Einstein's theory of diffusion ; 4. Implications and limitations of the Einstein theory of diffusion ; 5. The discrete-stochastic approach ; 6. Master equations and simulation algorithms for the discrete-stochastic approach ; 7. Continuous Markov process theory ; 8. Langevin's theory of diffusion ; 9. Implications of Langevin's theory ; 10. Diffusion in an external force field ; 11. The first-passage time approach

In a lively tutorial style, the authors discuss some of the most widely used mathematical formulations of diffusion. They have endeavored to organize and present the subject matter from a purely logical perspective. They emphasize the basic physical assumptions and the conditions for the validity of each of the mathematical formalisms. No subtlety is bypassed, and no limitation of the theory is swept under the carpet.