Applications of One-dimensional random walk:

1. In statistical physics, one-dimensional random walks are used to model the behaviour of particles
undergoing diffusion, which is the process by which particles spread out over time due to random motion.

2. Computer Science: One-dimensional random walks are used in various algorithms, such as Monte
Carlo simulations and random search algorithms.

Overall, one-dimensional random walks are a powerful tool for modelling stochastic processes and
understanding complex systems that involve random movement or behaviour.

Brownian Motion:

The Langevin theory of Brownian movement is a mathematical model that describes the motion of a
small particle in a fluid. This theory was developed by French physicist Paul Langevin in 1908 and is one
of the earliest and most important models for understanding Brownian motion.

According to the Langevin theory, the motion of a small particle in a fluid is the result of two forces:
viscous drag and random thermal fluctuations. The viscous drag force is proportional to the velocity of
the particle and acts in the opposite direction to its motion. The random thermal fluctuations are caused by
collisions with the molecules in the fluid and cause the particle to move randomly in all directions.

The Langevin equation, which is the mathematical expression of this model, describes the motion of a
small particle in a fluid under the influence of these two forces. It is given by:

m(dv/dt) = -γv + F(t)

where m is the mass of the particle, v is its velocity, γ is the friction coefficient of the fluid, and F(t) is a
random force that represents the thermal fluctuations.

The Langevin equation can be used to calculate the mean-squared displacement of the particle over time,
which is a measure of its diffusion. The result is:

<x^2(t)> = (kBT/m) t

where kBT is the thermal energy of the fluid, and t is the time. This equation shows that the mean-squared
displacement of the particle is proportional to time, which is a characteristic feature of Brownian motion.

The Langevin theory of Brownian motion has many applications in physics, chemistry, and biology. It is
used to model the diffusion of small particles in solutions, the motion of biomolecules in living cells, and
the behaviour of complex fluids such as polymers and gels.

Application:

The Langevin theory is used in statistical physics to model a wide range of phenomena, including the
diffusion of particles, the behavior of polymers, and the dynamics of magnetic systems. It is also used in
the study of phase transitions and critical phenomena, where it provides a framework for understanding
the behavior of complex systems.