Brownian motion

From Wikipedia, the free encyclopedia

This article is about the physical phenomenon. For the stochastic process, see Wiener process. For the sports

 

team, see Brownian Motion (Ultimate). For the mobility model, see Random walk . 

 

This is a simulation of the Brownian motion of a big particle (dust particle) that collides with a large set of smaller particles (molecules of a gas) which move with different velocities in different random directions. This is a simulation of the Brownian motion of 5 particles (yellow) that collide with a large set of 800 particles. The yellow particles leave 5 blue trails of random motion and one of them has a red velocity vector. Three different views of Brownian motion, with 32 steps, 256 steps, and 2048 steps denoted by progressively lighter colors

 

 

 A single realisation of three-dimensional Brownian motion for times 0

≤

 

t 

 

≤

 2

Brownian motion

 or

pedesis

 (from Greek: 

πήδησις

 

Pɛɖeːsɪs

 "leaping") is the presumably random moving of  particles suspended in a fluid (a liquid or agas) resulting from their bombardment by the fast-

 

moving atoms or  molecules in the gas or liquid. The term "Brownian motion" can also refer to the mathematical model used to describe such random movements, which is often called a particle theory.

[1]

 

 

In 1827, the botanist Robert Brown, looking through a microscope at particles found in pollen grains in water, noted that the particles moved through the water but was not able to determine the mechanisms that caused this motion.  Atoms and molecules had long been theorized as the constituents of matter, and many decades later,  Albert Einstein published a paper in 1905 that explained in precise detail how the motion that Brown had

 

observed was a result of the pollen being moved by individual water molecules. This explanation of Brownian motion served as definitive confirmation that atoms and molecules actually 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" (Einstein had received the award five years earlier "for his services to theoretical physics" with specific citation of  different research). 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 transport phenomenon is named after Robert Brown.

 

The mathematical model of Brownian motion has a few real-world applications. For instance, Stock market fluctuations are often cited, although Benoit Mandelbrot rejected its applicability to stock price movements in part because these are discontinuous.

[2]

 

 

Brownian motion is among the simplest of the continuous-time stochastic (or probabilistic) processes, and it is

 

a limit of both simpler and more complicated stochastic processes (see random walk and Donsker's theorem). This universality is closely related to the universality of the normal distribution. In both cases, it is often

 

mathematical convenience rather than the accuracy of the models that motivates their use. This is because Brownian motion, whose time derivative is everywhere infinite, is an idealised approximation to actual random physical processes, which always have a finite time scale.

Contents

 

 

[hide] 

1 History 2 Einstein's theory 3 Intuitive metaphor  4 Theory 

o

 

4.1 Smoluchowski model 5 Modeling using differential equations 

o

 

5.1 Mathematics 

o

 

5.2 Physics 6 Lévy characterisation 7 Riemannian manifold 8 Gravitational motion 9 Narrow escape 10 See also 11 References 12 Further reading 13 External links 

History

[edit]

 

 

Reproduced from the book of  Jean Baptiste Perrin, 

Les Atomes

, three tracings of the motion of colloidal particles

 

of radius 0.53 µm, as seen under the microscope, are displayed. Successive positions every 30 seconds are  joined by straight line segments (the mesh size is 3.2 µm).

[3]

 The Roman Lucretius's scientific poem "On the Nature of Things" (c. 60 BC) has a remarkable description of

 

Brownian motion of dust particles. 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