Reversible Diffusion by Thermal Fluctuations

A. Donev, T. G. Fai, and E. Vanden-Eijnden

Published 2013-06-13, updated 2014-04-02Version 4

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to satisfy a closed-form stochastic advection-diffusion equation that is used to investigate the collective diffusion of hydrodynamically-correlated tracers through a combination of Eulerian and Lagrangian numerical methods. This analysis indicates that transport in liquids is quite distinct from the traditional Fickian picture of diffusion. While the ensemble-averaged concentration follows Fick's law with a diffusion coefficient that obeys the Stokes-Einstein relation, each instance of the diffusive mixing process exhibits long-ranged giant fluctuations around its average behavior. We construct a class of mesoscopic models for diffusion in liquids at different observation scales in which the renormalized diffusion coefficient depends on this scale. This indicates that the Fickian diffusion coefficient in liquids is not a material constant, but rather, changes with the scale at which experimental measurements are performed.