A reversible mesoscopic model of diffusion in liquids: From giant fluctuations to Fick's law

Aleksandar Donev, Thomas G. Fai, Eric Vanden-Eijnden

Research output: Contribution to journalArticlepeer-review


We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive stochastic drift term with diffusion coefficient obeying a Stokes-Einstein relation, in addition to the expected advection by a random velocity. The overdamped limit correctly reproduces both the enhanced diffusion in the ensemble-averaged mean and the long-range correlated giant fluctuations in individual realizations of the mixing process, and is amenable to efficient numerical solution. Through a combination of Eulerian and Lagrangian numerical methods we demonstrate that diffusion in liquids is not most fundamentally described by Fick's irreversible law; rather, diffusion is better modeled as reversible random advection by thermal velocity fluctuations. We find that the diffusion coefficient is effectively renormalized to a value that depends on the scale of observation. Our work reveals somewhat unexpected connections between flows at small scales, dominated by thermal fluctuations, and flows at large scales, dominated by turbulent fluctuations.

Original languageEnglish (US)
Article numberP04004
JournalJournal of Statistical Mechanics: Theory and Experiment
Issue number4
StatePublished - Apr 2014


  • Lagrangian dynamics
  • difiusion
  • hydrodynamic uctuations
  • uctuations (theory)

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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