,

, .Fuliski
,
. ,
. ,
(PDEs)
, , ".
, ,
1.
fickian " II "
,
, . , ,
,
,
" II ". , ( 1):
- (), ,
S-

Mt
t
M

Mt
t ,
M

. 1. II.

,
II. ,

, .., .
, - ,
.:
(I) Smoluchowski
p
p
2 p
=c
+D
2
t
x
x

p
2 p
=
(c ( x ) p)+ D
2
t x
x

(II) - ,

p
=
[ D( p)
]
t x
x

(III) ( Smoluchowski )
p 2 p
p
+
=
[ D()
]
2
t t
x
x

( ,
) D () D, D (T) D (X)
, [3-5].
, ,
, () ,
.
. -
, ,
(..
) 2D/3D 1D
[6].
, RW
- PDEs
2. RW PDE
2.1. 1D Smoluchowski

2.1.1.

,
BP Bq, ( ).
)
P (, ),
T ,
.., X , T +
, ,
BP,
, + ,
Bq, .

. 2. ,
X
t + . (5).
. (5) ,

 (6)(5)
:

.. Smoluchowski D = lim 0 ( 2 /2)

2.1.2.
,
,
I-
,

().
() .
, . (8) (9) (5)

, C = BD.
" ", . (11) II ,

(. (7)). ,
,
() ( ) [7].
- . . . 1599
, 1D Smoluchowski
2D/3D
(
) [6].
.
2.2. 1D (-)
,
, ,
(BP) (Bq)
( ) . ,
Montroll West [4, 9].
2.2.1.
,
, 1D ,
clannishness ,
. ,
, ,
, .

 N = a ( [10]).
Clannishness ,
P


, , BP + Bq = 1.
[10]
D = lim 0 (a2/2_), P = lim 0 ((2BP - 1) / _) = lim 0 (2_a / _).
"" EQ. (14), - .
,


.
,
,
[8].
2.2.2. -
-
[9].
D = a2 / (2_) = (a2) / _, BD = D - 2 () ,
, .
BD
, BD ()
II ( . 3).
, .
. 3. - .
. (16) P (X, 0) = 0, (0, T) = 1 D () = 50.5 + 49.5
TANH ((P - 0.8) / 0.05).
2.3. 1D
Smoluchowski

, , ..,
hxixji 6 = 0 I, J (18)
,
, XI XJ
(.. | J-I |> 1) ,
,
[11]
_, .
, , ( )
. (22). Ornstein
Uhlenbeck [12]
, -, . (22)
hx2i =
2
, (25)

 D = 2 / _ , .. 2.1.1,
, Maclaurin EQ. (25)
, .
[11]
" " PDE, .
_ (, ) , X t
, _ (, ) ,
, . ,
BP, Bq
, .
Bq 1.
( . 4)
. 4. ,
X
T + _ (28), (29).
[3,11] . (28) (29) PDEs,

,
.
2.3.1. , = .
, = CONST,
. ,

. 4 , P (X, T)
_ _
P (X, T) = _ (X, T) + _ (X, T). (32)
(30) (31)
(IVP), . ,
,,
PDE . , [3],
.. , _ = 1 / (2_) D = 2 / (2_).
2.3.2. , = ()
,

. , _ = . = ()
"Smoluchowski
"
. , ,
D (X) ,
D () - , .
2.3.3. , = ()
,
[13], = .,
. , _ = .
= (T),
..
. (37) (38) ,

 , ,
.
, .. .

.
,
, .. -
PDEs1.
3.

(IBVP), .. ,

, A , .
(1) - (4).
3.1. -Smoluchowski

, . (1)
II (. 1)
( . 5)
,
( )
Brownian .
1 . (36), (39) .
. 5. II - , .. (40), (41)
. D = 1.
3.2. Smoluchowski
, (42)
.. ,
[7]. . 6 (40)
ot . (42) () =
" .
() ""
. ()
, "".
, - ,
( )
( ).
. 6. Case II , Smoluchowski DEP
. (, ) "= -9; P (, )
", () = 1 +" x2
.
3.3. D
,
,
[14]. , ,
, " " d'Alembert
[15]. , , . 7
, .
, II

 _ 1.
3.4. D
. (36) ,
. . 8
, x.
D (X) ,
.
. 7. II - ,
D _, . (33).
. 8. II - ,
D, . (36), " , D (X) =
1 + " _ = 0.1
3.5. D
, ,
() [1, 16-18].
-, , . (39)
Smoluchowski , ..,
. 9 -
, . ,
.. - - .
. 9. II - ,
D, . (39), " , D (T) =
1 + "t2 _ = 0.1.
4.

. ,
,
, .
,
- ,
. Smoluchowski ,
, "", ..
.

(.. ,
). , (18),
Smoluchowski.
, X, T ,
PDEs
( - ) .
, ,
II. . 3 -
RW .
,
II [1, 2].
Smoluchowski (Eqs. (41), (42)),
(Eqs. (33), (36), (39)).
,
Tg (
, ).

 Tg [19,20]. Tg
,
.
. ,

, ,
, II
.
, (
) , .
.

, , ..
,
P (, ) (), J (, )
.
, , ,
.
(.1),
Smoluchowski , ..


.
D X, .. D (X) = D0 (1 + )
: D0 = 1.
, , ,
(..
) , J
,
[21].