This chapter provides an introduction to the main ideas of Brownian motion. Brownian motion connects equilibrium and nonequilibrium statistical mechanics. It connects diffusion—a nonequilibrium phenomenon—with thermal fluctuations—an equilibrium concept. More precisely, diffusion with a net flow of particles, driven by a concentration gradient, pertains to a nonequilibrium system, since there is a net current. Without a concentration gradient, the system is macroscopically in equilibrium, but each individual particle undergoes self-diffusion just the same. In this sense, Brownian motion is at the border of equilibrium and nonequilibrium statistical mechanics.
Nonequilibrium System as a Demon
