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Continuity equation
A continuity equation or transport equation is an equation that describes the transport of
some quantity. It is particularly simple and powerful when applied to a conserved quantity, but it
can be generalized to apply to any extensive quantity. Since mass, energy, momentum, electric
charge and other natural quantities are conserved under their respective appropriate conditions, a
variety of physical phenomena may be described using continuity equations.
Continuity equations are a stronger, local form of conservation laws. For example, a weak version
of the law of conservation of energy states that energy can neither be created nor destroyed—i.e.,
the total amount of energy in the universe is fixed. This statement does not rule out the possibility
that a quantity of energy could disappear from one point while simultaneously appearing at
another point. A stronger statement is that energy is locally conserved: energy can neither be
created nor destroyed, nor can it "teleport" from one place to another—it can only move by a
continuous flow. A continuity equation is the mathematical way to express this kind of statement.
For example, the continuity equation for electric charge states that the amount of electric charge in
any volume of space can only change by the amount of electric current flowing into or out of that
volume through its boundaries.
Continuity equations more generally can include "source" and "sink" terms, which allow them to
describe quantities that are often but not always conserved, such as the density of a molecular
species which can be created or destroyed by chemical reactions. In an everyday example, there is a
continuity equation for the number of people alive; it has a "source term" to account for people
being born, and a "sink term" to account for people dying.
Any continuity equation can be expressed in an "integral form" (in terms of a flux integral), which
applies to any finite region, or in a "differential form" (in terms of the divergence operator) which
applies at a point.
Continuity equations underlie more specific transport equations such as the convection–diffusion
equation, Boltzmann transport equation, and Navier–Stokes equations.
General equation
Definition of flux
A continuity equation is useful when a flux can be defined. To define flux, first there must be a
quantity q which can flow or move, such as mass, energy, electric charge, momentum, number of
molecules, etc. Let ρ be the volume density of this quantity, that is, the amount of q per unit
volume.
The way that this quantity q is flowing is described by its flux. The flux of q is a vector field, which
we denote as j. Here are some examples and properties of flux:
The dimension of flux is "amount of q flowing per unit time, through a unit area". For example,
in the mass continuity equation for flowing water, if 1 gram per second of water is flowing
through a pipe with cross-sectional area 1 cm2, then the average mass flux j inside the pipe is
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(1 g/s) / cm2
, and its direction is along the pipe in the direction that the water is flowing. Outside
the pipe, where there is no water, the flux is zero.
If there is a velocity field u which describes the relevant flow—in other words, if all of the
quantity q at a point x is moving with velocity u(x)—then the flux is by definition equal to the
density times the velocity field:
For example, if in the mass continuity equation for flowing water, u is the water's velocity at
each point, and ρ is the water's density at each point, then j would be the mass flux.
In a well-known example, the flux of electric charge is the electric current density.
(Note that the concept that is here called "flux" is alternatively termed "flux density" in some
literature, in which context "flux" denotes the surface integral of flux density. See the main article
on Flux for details.)
Integral form
The amount of q in a region increases when additional q flows inward through the surface of
the region, and decreases when it flows outward;
The amount of q in a region increases when new q is created inside the region, and decreases
when q is destroyed;
Apart from these two processes, there is no other way for the amount of q in a region to
change.
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Mathematically, the integral form of the continuity equation expressing the rate of increase of q
within a volume V is:
where
Differential form
By the divergence theorem, a general continuity equation can also be written in a "differential
form":
where
∇⋅ is divergence,
ρ is the amount of the quantity q per unit volume,
j is the flux of q,
t is time,
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σ is the generation of q per unit volume per unit time. Terms that generate q (i.e., σ > 0) or
remove q (i.e., σ < 0) are referred to as a "sources" and "sinks" respectively.
This general equation may be used to derive any continuity equation, ranging from as simple as the
volume continuity equation to as complicated as the Navier–Stokes equations. This equation also
generalizes the advection equation. Other equations in physics, such as Gauss's law of the electric
field and Gauss's law for gravity, have a similar mathematical form to the continuity equation, but
are not usually referred to by the term "continuity equation", because j in those cases does not
represent the flow of a real physical quantity.
In the case that q is a conserved quantity that cannot be created or destroyed (such as energy),
σ = 0 and the equations become:
Electromagnetism
In electromagnetic theory, the continuity equation is an empirical law expressing (local) charge
conservation. Mathematically it is an automatic consequence of Maxwell's equations, although
charge conservation is more fundamental than Maxwell's equations. It states that the divergence of
the current density J (in amperes per square metre) is equal to the negative rate of change of the
charge density ρ (in coulombs per cubic metre),
One of Maxwell's equations, Ampère's law (with Maxwell's correction), states that
Taking the divergence of both sides (the divergence and partial derivative in time
commute) results in
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which can be substituted in the previous equation to yield the continuity equation
Current is the movement of charge. The continuity equation says that if charge is moving out of a
differential volume (i.e., divergence of current density is positive) then the amount of charge within
that volume is going to decrease, so the rate of change of charge density is negative. Therefore, the
continuity equation amounts to a conservation of charge.
If magnetic monopoles exist, there would be a continuity equation for monopole currents as well,
see the monopole article for background and the duality between electric and magnetic currents.
Fluid dynamics
In fluid dynamics, the continuity equation states that the rate at which mass enters a system is
equal to the rate at which mass leaves the system plus the accumulation of mass within the
system.[1][2] The differential form of the continuity equation is:[1]
where
ρ is fluid density,
t is time,
u is the flow velocity vector field.
The time derivative can be understood as the accumulation (or loss) of mass in the system, while
the divergence term represents the difference in flow in versus flow out. In this context, this
equation is also one of the Euler equations (fluid dynamics). The Navier–Stokes equations form a
vector continuity equation describing the conservation of linear momentum.
If the fluid is incompressible (volumetric strain rate is zero), the mass continuity equation
simplifies to a volume continuity equation:[3]
which means that the divergence of the velocity field is zero everywhere. Physically, this is
equivalent to saying that the local volume dilation rate is zero, hence a flow of water through a
converging pipe will adjust solely by increasing its velocity as water is largely incompressible.
Computer vision
In computer vision, optical flow is the pattern of apparent motion of objects in a visual scene.
Under the assumption that brightness of the moving object did not change between two image
frames, one can derive the optical flow equation as:
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where
t is time,
x, y coordinates in the image,
I is the image intensity at image coordinate (x, y) and time t,
V is the optical flow velocity vector at image coordinate (x, y) and time t
where
Probability distributions
If there is a quantity that moves continuously according to a stochastic (random) process, like the
location of a single dissolved molecule with Brownian motion, then there is a continuity equation
for its probability distribution. The flux in this case is the probability per unit area per unit time
that the particle passes through a surface. According to the continuity equation, the negative
divergence of this flux equals the rate of change of the probability density. The continuity equation
reflects the fact that the molecule is always somewhere—the integral of its probability distribution
is always equal to 1—and that it moves by a continuous motion (no teleporting).
Quantum mechanics
Quantum mechanics is another domain where there is a continuity equation related to
conservation of probability. The terms in the equation require the following definitions, and are
slightly less obvious than the other examples above, so they are outlined here:
The wavefunction Ψ for a single particle in position space (rather than momentum space), that
is, a function of position r and time t, Ψ = Ψ(r, t).
The probability density function is
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Either form may be quoted. Intuitively, the above quantities indicate this represents the flow of
probability. The chance of finding the particle at some position r and time t flows like a fluid; hence
the term probability current, a vector field. The particle itself does not flow deterministically in
this vector field.
The 3-d time dependent Schrödinger equation and its complex conjugate (i → −i
throughout) are respectively:[4]
where U is the potential function. The partial derivative of ρ with respect to t is:
∂Ψ
Multiplying the Schrödinger equation by Ψ* then solving for Ψ* ∂t , and similarly
multiplying the complex conjugated Schrödinger equation by Ψ then solving for
Ψ ∂Ψ*
∂t ;
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The Laplacian operators (∇2) in the above result suggest that the right hand side is
the divergence of j, and the reversed order of terms imply this is the negative of j,
altogether:
Semiconductor
The total current flow in the semiconductor consists of drift current and diffusion current of both
the electrons in the conduction band and holes in the valence band.
where:
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where:
Derivation
This section presents a derivation of the equation above for electrons. A similar derivation can be
found for the equation for holes.
Consider the fact that the number of electrons is conserved across a volume of semiconductor
material with cross-sectional area, A, and length, dx, along the x-axis. More precisely, one can say:
Here J denotes current density(whose direction is against electron flow by convention) due to
electron flow within the considered volume of the semiconductor. It is also called electron current
density.
Total electron current density is the sum of drift current and diffusion current densities:
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Therefore, we have
Solution
The key to solving these equations in real devices is whenever possible to select regions in which
most of the mechanisms are negligible so that the equations reduce to a much simpler form.
Relativistic version
Special relativity
The notation and tools of special relativity, especially 4-vectors and 4-gradients, offer a convenient
way to write any continuity equation.
The density of a quantity ρ and its current j can be combined into a 4-vector called a 4-current:
where ∂μ is the 4-gradient and μ is an index labeling the spacetime dimension. Then the continuity
equation is:
in the usual case where there are no sources or sinks, that is, for perfectly conserved quantities like
energy or charge. This continuity equation is manifestly ("obviously") Lorentz invariant.
Examples of continuity equations often written in this form include electric charge conservation
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General relativity
In general relativity, where spacetime is curved, the continuity equation (in differential form) for
energy, charge, or other conserved quantities involves the covariant divergence instead of the
ordinary divergence.
For example, the stress–energy tensor is a second-order tensor field containing energy–
momentum densities, energy–momentum fluxes, and shear stresses, of a mass-energy distribution.
The differential form of energy–momentum conservation in general relativity states that the
covariant divergence of the stress-energy tensor is zero:
This is an important constraint on the form the Einstein field equations take in general relativity.[5]
However, the ordinary divergence of the stress–energy tensor does not necessarily vanish:[6]
As a consequence, the integral form of the continuity equation is difficult to define and not
necessarily valid for a region within which spacetime is significantly curved (e.g. around a black
hole, or across the whole universe).[7]
Particle physics
Quarks and gluons have color charge, which is always conserved like electric charge, and there is a
continuity equation for such color charge currents (explicit expressions for currents are given at
gluon field strength tensor).
There are many other quantities in particle physics which are often or always conserved: baryon
number (proportional to the number of quarks minus the number of antiquarks), electron number,
mu number, tau number, isospin, and others.[8] Each of these has a corresponding continuity
equation, possibly including source / sink terms.
Noether's theorem
One reason that conservation equations frequently occur in physics is Noether's theorem. This
states that whenever the laws of physics have a continuous symmetry, there is a continuity
equation for some conserved physical quantity. The three most famous examples are:
The laws of physics are invariant with respect to time-translation—for example, the laws of
physics today are the same as they were yesterday. This symmetry leads to the continuity
equation for conservation of energy.
The laws of physics are invariant with respect to space-translation—for example, the laws of
physics in Brazil are the same as the laws of physics in Argentina. This symmetry leads to the
continuity equation for conservation of momentum.
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The laws of physics are invariant with respect to orientation—for example, floating in outer
space, there is no measurement you can do to say "which way is up"; the laws of physics are
the same regardless of how you are oriented. This symmetry leads to the continuity equation
for conservation of angular momentum.
See also
One-Way Wave Equation
Conservation law
Conservation form
Dissipative system
References
1. Pedlosky, Joseph (1987). Geophysical fluid dynamics (https://archive.org/details/geophysicalflu
id00jose/page/10). Springer. pp. 10–13 (https://archive.org/details/geophysicalfluid00jose/page/
10). ISBN 978-0-387-96387-7.
2. Clancy, L.J.(1975), Aerodynamics, Section 3.3, Pitman Publishing Limited, London
3. Fielding, Suzanne. "The Basics of Fluid Dynamics" (https://community.dur.ac.uk/suzanne.fieldin
g/teaching/BLT/sec1.pdf) (PDF). Durham University. Retrieved 22 December 2019.
4. For this derivation see for example McMahon, D. (2006). Quantum Mechanics Demystified.
McGraw Hill. ISBN 0-07-145546-9.
5. D. McMahon (2006). Relativity DeMystified. McGraw Hill (USA). ISBN 0-07-145545-0.
6. C.W. Misner; K.S. Thorne; J.A. Wheeler (1973). Gravitation. W.H. Freeman & Co. ISBN 0-
7167-0344-0.
7. Michael Weiss; John Baez. "Is Energy Conserved in General Relativity?" (http://math.ucr.edu/h
ome/baez/physics/Relativity/GR/energy_gr.html). Retrieved 2014-04-25.
8. J.A. Wheeler; C. Misner; K.S. Thorne (1973). Gravitation. W.H. Freeman & Co. pp. 558–559.
ISBN 0-7167-0344-0.
Further reading
Hydrodynamics, H. Lamb, Cambridge University Press, (2006 digitalization of 1932 6th edition)
ISBN 978-0-521-45868-9
Introduction to Electrodynamics (3rd Edition), D.J. Griffiths, Pearson Education Inc, 1999,
ISBN 81-7758-293-3
Electromagnetism (2nd edition), I.S. Grant, W.R. Phillips, Manchester Physics Series, 2008
ISBN 0-471-92712-0
Gravitation, J.A. Wheeler, C. Misner, K.S. Thorne, W.H. Freeman & Co, 1973, ISBN 0-7167-
0344-0
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