Math 2.0

Statistical mechanics, structure of matter Nonequilibrium statistical mechanics Theorem

Einstein relation for diffusion

Builds on Langevin equationFokker–Planck equationBoltzmann distribution

Statement

Let D>0D > 0 be a diffusion coefficient, let μ>0\mu > 0 be a mobility, and let kBT>0k_B T > 0 be the thermal energy. For a smooth potential V ⁣:ℝ→ℝV \colon \R \to \R, consider the overdamped Langevin equation dXt=−μV′(Xt) dt+2D dWt,dX_t = -\mu V'(X_t)\, dt + \sqrt{2D}\, dW_t, where WW is a standard Wiener process. Assume that e−μV/De^{-\mu V / D} and e−V/(kBT)e^{-V/(k_B T)} are integrable on ℝ\R. Then the stationary density of XX is proportional to e−μV(x)/De^{-\mu V(x)/D}. It equals the Boltzmann density proportional to e−V(x)/(kBT)e^{-V(x)/(k_B T)} for every such VV if and only if D=μkBT.D = \mu k_B T.

Remarks

The Fokker–Planck equation of the process is ∂tp=∂x(μV′p+D ∂xp)\partial_t p = \partial_x\big(\mu V' p + D\, \partial_x p\big). A stationary density with zero probability current solves μV′p+Dp′=0\mu V' p + D p' = 0, so p∝e−μV/Dp \propto e^{-\mu V/D}. Comparing the exponent with −V/(kBT)-V/(k_B T) for a non-constant VV forces μ/D=1/(kBT)\mu/D = 1/(k_B T). For a sphere of radius rr in a fluid of viscosity η\eta, Stokes drag gives μ=1/(6πηr)\mu = 1/(6\pi\eta r), and the relation becomes the Stokes–Einstein formula D=kBT/(6πηr)D = k_B T/(6\pi\eta r). For a charged particle of charge qq, the electrical mobility qμq\mu gives the form D=μqkBT/qD = \mu_q k_B T / q with μq=qμ\mu_q = q\mu.

Going deeper

For a student

The relation is the simplest instance of the fluctuation–dissipation principle: the friction that damps motion and the noise that drives it come from the same collisions. In the Langevin model it is exactly the condition under which the equilibrium state is the Boltzmann distribution. Einstein used it in 1905 to connect Brownian motion with the size of molecules, and Perrin's measurements of DD then gave a value of Avogadro's number. The Green–Kubo formula generalises the diffusion coefficient side, and linear response theory generalises the mobility side.

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  1. Boltzmann distribution concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Einstein_relation_(kinetic_theory)
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TagBBCKR837DM
URIm2://BBCKR837DM
Kindstatement, theorem
WritingW0 stub
MSC82C31, 82C70, 60J60
StatusThis copy of the site has no build data. Run m2 status BBCKR837DM.
AboutLangevin equation
UsesLangevin equation, Fokker–Planck equation, Boltzmann distribution
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Changed3 November 2026

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