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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.
Flows governed by continuity equations can be visualized using a Sankey diagram.
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:
(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.)
The integral form of the continuity equation states that:
Mathematically, the integral form of the continuity equation expressing the rate of increase of q within a volume V is:
where
In a simple example, V could be a building, and q could be the number of people in the building. The surface S would consist of the walls, doors, roof, and foundation of the building. Then the continuity equation states that the number of people in the building increases when people enter the building (an inward flux through the surface), decreases when people exit the building (an outward flux through the surface), increases when someone in the building gives birth (a source, Σ > 0), and decreases when someone in the building dies (a sink, Σ < 0).
By the divergence theorem, a general continuity equation can also be written in a "differential form":
where
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:
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 meter) is equal to the negative rate of change of the charge density ρ (in coulombs per cubic meter),
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 but the divergence of a curl is zero, so that
But Gauss's law (another Maxwell equation), states that 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.
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
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.
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:[ citation needed ] where
Conservation of energy says that energy cannot be created or destroyed. (See below for the nuances associated with general relativity.) Therefore, there is a continuity equation for energy flow: where
An important practical example is the flow of heat. When heat flows inside a solid, the continuity equation can be combined with Fourier's law (heat flux is proportional to temperature gradient) to arrive at the heat equation. The equation of heat flow may also have source terms: Although energy cannot be created or destroyed, heat can be created from other types of energy, for example via friction or joule heating.
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 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:
With these definitions the continuity equation reads:
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 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:
Multiplying the Schrödinger equation by Ψ* then solving for Ψ* ∂Ψ/∂t, and similarly multiplying the complex conjugated Schrödinger equation by Ψ then solving for Ψ ∂Ψ*/∂t;
substituting into the time derivative of ρ:
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: so the continuity equation is:
The integral form follows as for the general equation.
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.
General form for electrons in one-dimension: where:
Similarly, for holes: where:
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:
Mathematically, this equality can be written: 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:
Therefore, we have
Applying the product rule results in the final expression:
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.
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 c is the speed of light. The 4-divergence of this current is: 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 where J is the electric 4-current; and energy–momentum conservation where T is the stress–energy tensor.
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]
The right-hand side strictly vanishes for a flat geometry only.
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]
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.
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:
In quantum mechanics, the Hamiltonian of a system is an operator corresponding to the total energy of that system, including both kinetic energy and potential energy. Its spectrum, the system's energy spectrum or its set of energy eigenvalues, is the set of possible outcomes obtainable from a measurement of the system's total energy. Due to its close relation to the energy spectrum and time-evolution of a system, it is of fundamental importance in most formulations of quantum theory.
In particle physics, the Dirac equation is a relativistic wave equation derived by British physicist Paul Dirac in 1928. In its free form, or including electromagnetic interactions, it describes all spin-1/2 massive particles, called "Dirac particles", such as electrons and quarks for which parity is a symmetry. It is consistent with both the principles of quantum mechanics and the theory of special relativity, and was the first theory to account fully for special relativity in the context of quantum mechanics. It was validated by accounting for the fine structure of the hydrogen spectrum in a completely rigorous way. It has become vital in the building of the Standard Model.
The Navier–Stokes equations are partial differential equations which describe the motion of viscous fluid substances. They were named after French engineer and physicist Claude-Louis Navier and the Irish physicist and mathematician George Gabriel Stokes. They were developed over several decades of progressively building the theories, from 1822 (Navier) to 1842–1850 (Stokes).
The Schrödinger equation is a partial differential equation that governs the wave function of a non-relativistic quantum-mechanical system. Its discovery was a significant landmark in the development of quantum mechanics. It is named after Erwin Schrödinger, who postulated the equation in 1925 and published it in 1926, forming the basis for the work that resulted in his Nobel Prize in Physics in 1933.
The Klein–Gordon equation is a relativistic wave equation, related to the Schrödinger equation. It is second-order in space and time and manifestly Lorentz-covariant. It is a differential equation version of the relativistic energy–momentum relation .
In condensed matter physics, Bloch's theorem states that solutions to the Schrödinger equation in a periodic potential can be expressed as plane waves modulated by periodic functions. The theorem is named after the Swiss physicist Felix Bloch, who discovered the theorem in 1929. Mathematically, they are written
In atomic physics, the electron magnetic moment, or more specifically the electron magnetic dipole moment, is the magnetic moment of an electron resulting from its intrinsic properties of spin and electric charge. The value of the electron magnetic moment is −9.2847646917(29)×10−24 J⋅T−1. In units of the Bohr magneton (μB), it is −1.00115965218059(13) μB, a value that was measured with a relative accuracy of 1.3×10−13.
In differential geometry, the four-gradient is the four-vector analogue of the gradient from vector calculus.
In physics, charge conservation is the principle, of experimental nature, that the total electric charge in an isolated system never changes. The net quantity of electric charge, the amount of positive charge minus the amount of negative charge in the universe, is always conserved. Charge conservation, considered as a physical conservation law, implies that the change in the amount of electric charge in any volume of space is exactly equal to the amount of charge flowing into the volume minus the amount of charge flowing out of the volume. In essence, charge conservation is an accounting relationship between the amount of charge in a region and the flow of charge into and out of that region, given by a continuity equation between charge density and current density .
In quantum mechanics, the probability current is a mathematical quantity describing the flow of probability. Specifically, if one thinks of probability as a heterogeneous fluid, then the probability current is the rate of flow of this fluid. It is a real vector that changes with space and time. Probability currents are analogous to mass currents in hydrodynamics and electric currents in electromagnetism. As in those fields, the probability current is related to the probability density function via a continuity equation. The probability current is invariant under gauge transformation.
The Franz–Keldysh effect is a change in optical absorption by a semiconductor when an electric field is applied. The effect is named after the German physicist Walter Franz and Russian physicist Leonid Keldysh.
There are various mathematical descriptions of the electromagnetic field that are used in the study of electromagnetism, one of the four fundamental interactions of nature. In this article, several approaches are discussed, although the equations are in terms of electric and magnetic fields, potentials, and charges with currents, generally speaking.
In quantum mechanics, the Pauli equation or Schrödinger–Pauli equation is the formulation of the Schrödinger equation for spin-1/2 particles, which takes into account the interaction of the particle's spin with an external electromagnetic field. It is the non-relativistic limit of the Dirac equation and can be used where particles are moving at speeds much less than the speed of light, so that relativistic effects can be neglected. It was formulated by Wolfgang Pauli in 1927. In its linearized form it is known as Lévy-Leblond equation.
The derivation of the Navier–Stokes equations as well as their application and formulation for different families of fluids, is an important exercise in fluid dynamics with applications in mechanical engineering, physics, chemistry, heat transfer, and electrical engineering. A proof explaining the properties and bounds of the equations, such as Navier–Stokes existence and smoothness, is one of the important unsolved problems in mathematics.
In theoretical physics, the Madelung equations, or the equations of quantum hydrodynamics, are Erwin Madelung's equivalent alternative formulation of the Schrödinger equation for a spinless non relativistic particle, written in terms of hydrodynamical variables, similar to the Navier–Stokes equations of fluid dynamics. The derivation of the Madelung equations is similar to the de Broglie–Bohm formulation, which represents the Schrödinger equation as a quantum Hamilton–Jacobi equation.
In physics, relativistic quantum mechanics (RQM) is any Poincaré covariant formulation of quantum mechanics (QM). This theory is applicable to massive particles propagating at all velocities up to those comparable to the speed of light c, and can accommodate massless particles. The theory has application in high energy physics, particle physics and accelerator physics, as well as atomic physics, chemistry and condensed matter physics. Non-relativistic quantum mechanics refers to the mathematical formulation of quantum mechanics applied in the context of Galilean relativity, more specifically quantizing the equations of classical mechanics by replacing dynamical variables by operators. Relativistic quantum mechanics (RQM) is quantum mechanics applied with special relativity. Although the earlier formulations, like the Schrödinger picture and Heisenberg picture were originally formulated in a non-relativistic background, a few of them also work with special relativity.
The convection–diffusion equation is a parabolic partial differential equation that combines the diffusion and convection (advection) equations. It describes physical phenomena where particles, energy, or other physical quantities are transferred inside a physical system due to two processes: diffusion and convection. Depending on context, the same equation can be called the advection–diffusion equation, drift–diffusion equation, or (generic) scalar transport equation.
An LC circuit can be quantized using the same methods as for the quantum harmonic oscillator. An LC circuit is a variety of resonant circuit, and consists of an inductor, represented by the letter L, and a capacitor, represented by the letter C. When connected together, an electric current can alternate between them at the circuit's resonant frequency:
Lagrangian field theory is a formalism in classical field theory. It is the field-theoretic analogue of Lagrangian mechanics. Lagrangian mechanics is used to analyze the motion of a system of discrete particles each with a finite number of degrees of freedom. Lagrangian field theory applies to continua and fields, which have an infinite number of degrees of freedom.
In mathematical physics, the Gordon decomposition of the Dirac current is a splitting of the charge or particle-number current into a part that arises from the motion of the center of mass of the particles and a part that arises from gradients of the spin density. It makes explicit use of the Dirac equation and so it applies only to "on-shell" solutions of the Dirac equation.