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Brownian motion
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Brownian motion
Brownian motion is the random motion of particles suspended in a medium (a liquid or a gas). The traditional mathematical formulation of Brownian motion is that of the Wiener process, which is often called Brownian motion, even in mathematical sources.
This motion pattern typically consists of random fluctuations in a particle's position inside a fluid sub-domain, followed by a relocation to another sub-domain. Each relocation is followed by more fluctuations within the new closed volume. This pattern describes a fluid at thermal equilibrium, defined by a given temperature. Within such a fluid, there exists no preferential direction of flow (as in transport phenomena). More specifically, the fluid's overall linear and angular momenta remain null over time. The kinetic energies of the molecular Brownian motions, together with those of molecular rotations and vibrations, sum up to the caloric component of a fluid's internal energy (the equipartition theorem).
This motion is named after the Scottish botanist Robert Brown, who first described the phenomenon in 1827, while looking through a microscope at pollen of the plant Clarkia pulchella immersed in water. In 1900, the French mathematician Louis Bachelier modeled the stochastic process now called Brownian motion in his doctoral thesis, The Theory of Speculation (Théorie de la spéculation), prepared under the supervision of Henri Poincaré. Then, in 1905, theoretical physicist Albert Einstein published a paper in which he modelled the motion of the pollen particles as being moved by individual water molecules, making one of his first major scientific contributions.
The direction of the force of atomic bombardment is constantly changing, and at different times the particle is hit more on one side than another, leading to the seemingly random nature of the motion. This explanation of Brownian motion served as convincing evidence that atoms and molecules exist and was further verified experimentally by Jean Perrin in 1908. Perrin was awarded the Nobel Prize in Physics in 1926 "for his work on the discontinuous structure of matter".
The many-body interactions that yield the Brownian pattern cannot be solved by a model accounting for every involved molecule. Consequently, only probabilistic models applied to molecular populations can be employed to describe it. Two such models of the statistical mechanics, due to Einstein and Smoluchowski, are presented below. Another, pure probabilistic class of models is the class of the stochastic process models. There exist sequences of both simpler and more complicated stochastic processes which converge (in the limit) to Brownian motion (see random walk and Donsker's theorem).
The Roman philosopher-poet Lucretius' scientific poem On the Nature of Things (c. 60 BC) has a remarkable description of the motion of dust particles in verses 113–140 from Book II. He uses this as a proof of the existence of atoms:
Observe what happens when sunbeams are admitted into a building and shed light on its shadowy places. You will see a multitude of tiny particles mingling in a multitude of ways... their dancing is an actual indication of underlying movements of matter that are hidden from our sight... It originates with the atoms which move of themselves [i.e., spontaneously]. Then those small compound bodies that are least removed from the impetus of the atoms are set in motion by the impact of their invisible blows and in turn cannon against slightly larger bodies. So the movement mounts up from the atoms and gradually emerges to the level of our senses so that those bodies are in motion that we see in sunbeams, moved by blows that remain invisible.
Although the mingling, tumbling motion of dust particles is caused largely by air currents, the glittering, jiggling motion of small dust particles is caused chiefly by true Brownian dynamics; Lucretius "perfectly describes and explains the Brownian movement by a wrong example".
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Brownian motion
Brownian motion is the random motion of particles suspended in a medium (a liquid or a gas). The traditional mathematical formulation of Brownian motion is that of the Wiener process, which is often called Brownian motion, even in mathematical sources.
This motion pattern typically consists of random fluctuations in a particle's position inside a fluid sub-domain, followed by a relocation to another sub-domain. Each relocation is followed by more fluctuations within the new closed volume. This pattern describes a fluid at thermal equilibrium, defined by a given temperature. Within such a fluid, there exists no preferential direction of flow (as in transport phenomena). More specifically, the fluid's overall linear and angular momenta remain null over time. The kinetic energies of the molecular Brownian motions, together with those of molecular rotations and vibrations, sum up to the caloric component of a fluid's internal energy (the equipartition theorem).
This motion is named after the Scottish botanist Robert Brown, who first described the phenomenon in 1827, while looking through a microscope at pollen of the plant Clarkia pulchella immersed in water. In 1900, the French mathematician Louis Bachelier modeled the stochastic process now called Brownian motion in his doctoral thesis, The Theory of Speculation (Théorie de la spéculation), prepared under the supervision of Henri Poincaré. Then, in 1905, theoretical physicist Albert Einstein published a paper in which he modelled the motion of the pollen particles as being moved by individual water molecules, making one of his first major scientific contributions.
The direction of the force of atomic bombardment is constantly changing, and at different times the particle is hit more on one side than another, leading to the seemingly random nature of the motion. This explanation of Brownian motion served as convincing evidence that atoms and molecules exist and was further verified experimentally by Jean Perrin in 1908. Perrin was awarded the Nobel Prize in Physics in 1926 "for his work on the discontinuous structure of matter".
The many-body interactions that yield the Brownian pattern cannot be solved by a model accounting for every involved molecule. Consequently, only probabilistic models applied to molecular populations can be employed to describe it. Two such models of the statistical mechanics, due to Einstein and Smoluchowski, are presented below. Another, pure probabilistic class of models is the class of the stochastic process models. There exist sequences of both simpler and more complicated stochastic processes which converge (in the limit) to Brownian motion (see random walk and Donsker's theorem).
The Roman philosopher-poet Lucretius' scientific poem On the Nature of Things (c. 60 BC) has a remarkable description of the motion of dust particles in verses 113–140 from Book II. He uses this as a proof of the existence of atoms:
Observe what happens when sunbeams are admitted into a building and shed light on its shadowy places. You will see a multitude of tiny particles mingling in a multitude of ways... their dancing is an actual indication of underlying movements of matter that are hidden from our sight... It originates with the atoms which move of themselves [i.e., spontaneously]. Then those small compound bodies that are least removed from the impetus of the atoms are set in motion by the impact of their invisible blows and in turn cannon against slightly larger bodies. So the movement mounts up from the atoms and gradually emerges to the level of our senses so that those bodies are in motion that we see in sunbeams, moved by blows that remain invisible.
Although the mingling, tumbling motion of dust particles is caused largely by air currents, the glittering, jiggling motion of small dust particles is caused chiefly by true Brownian dynamics; Lucretius "perfectly describes and explains the Brownian movement by a wrong example".
