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Brownian Motion PDF
Brownian Motion PDF
it that one would expect to find), then classical thermodynamics-atleast when the foreë of gravity
thermodynamics can no longer be looked upon (which does not interest us here) is ignored-we
as applicable with precision to bodies even of would not expect to find any force acting on the
dimensions distinguishable in a microscope : an partition ; for according to ordinary conceptions
exact determination of actual atomic dimensions the free energy of the system appears to be
“ ”
is #en possible. On the other hand, had the independent of the position of the partition and
prediction of this movement proved to be in- of the suspended particles, but dependent only
correct, a weighty argument would be provided on the total mass and qualities of the suspended
against the molecular-kinetic conception of heat. material, the liquid and the partition, and on the
pressure and temperature. Actually, for the cal-
3 I . ON THE OSMOTIC PRESSURE TO BE ASCRIBED culation of the free energy the energy and entropy
TO THE SUSPENDED PARTICLES
of the boundary-surface (surface-tension forces)
Let z gràm-molecules of a non-electrolyte be should also be considered ; these can be excluded
dissolved in a volume V* forming part of a if the size and condition of the surfaces of contact
quantity of liquid of total volume V. If the do not alter with the changes in position of the
volume V* is separated from the pure solvent partition and of the suspended particles under
by a partition permeable for the solvent but consideration.
impermeable for the solute, a so-called osmotic
“
But a different conception is reached from
pressure,’’ 9, is exerted on this partition, which
the standpoint of the molecular-kinetic theory of
satisfies the equation
heat. According to this theory a dissolved mole-
$V*= RTz . (4 cule is differentiated from a suspended body
when V*/z is sufficiently great. soZeZy by its dirhensions, and it is not apparent
On the.other hand, if small suspended particles why a number of suspended particles should not
are present in the fractional volume V* in place produce the same osmotic pressure as the same
of the dissolved substance, which particles are also number of molecules. We must assume that the
unable to pass through the partition permeable to suspended particles perform an irregular move-
the solvent : according to the classical theory of ment-even if a very slow one-in the liquid, on
4 THEORY OF BROWNIAN MOVEMENT MOVEMENT OF SMALL PARTICLES 5
account of the molecular movement of the liquid ; a. physical system which completely define the
if they are prevented from leaving the volume V* instantaneous condition of the system (for ex-
by the partition, they will exert a pressure on the ample, the Co-ordinates and velocity components
partition just like molecules in solution. Then, of all atoms of the system), and if the complete
if there are f i suspended particles present in the system of the equations of change of these variables
volume V*, and therefore %/'V*= V in a unit .of of state is given in the form
volurne, and if neighbouring particles are suffi-
ciently far separated, there will be a corresponding 3t = +.(pl .
?& p l ) (V = I, 2 , * . . Z)
osmotic pressure fi of magnitude given by
whence
p z -R- T n RT
V*N"Ñ'v'
where N signifies the actual number of molecules
contained in a gram-molecule. It will be shown
in the next paragraph that the molecular-kinetic then the entropy of the system is given by the
theory of heat actually leads to this wider con- expression
ception of osmotic pressure.
fj-2, OSMOTIC PRESSURE FROM THE STANDPOINT
OF THE MOLECULAR-KINETIC THEORY OF
where T is the absolute temperature, E the energy
HEAT (*)
of the system, E the energy as a function of f i v .
If pl, P,, . . . @ J are the variables of state of The integral is extended over all possible values I
(*) In this paragraph the papers of the author on the of 9. consistent with the conditions of the prob-
'' Foundations of Thermodynamics " are assumed to be lem. x is connected with the constant N referred
familiar to the reader (Ann. d. Phys., 9, p. 4r7, 1902 ;
to before by the relation zxN = R. We obtain
11, p. 170, 1903). An understanding of the conclusions
reached in the present paper is not dependent on a hence for the free energy F,
knowledge of the former papers or of this paragraph of
the present paper.
6 THEORY OF BROWNIAN MOVEMENT MOVEMENT OF SMALL PARTICLES 7
Now let us consider a quantity of liquid enclosed dy2, dz,, . . . dx,, dy,, dzn, lying wholly within
in a volume V ; let there be n solute molecules V*, The value of the integral appearing in the
(or suspended particles respectively) in the por- expression for F will be sought, with the limita-
tion 'V* of this volume 'V# which are retained in tion tilat the centres of gravity of the particles
the volurne V* by a semi-permeable partition ; lie within a domain defined in this manner. The
the integration limits of the integral B obtained integral can then be brought into the form
in the expressions for S and F will be affected dB dX1 dyl dZn . J ,
accordingly. The combined. volume of the solute where J is independent of axl, dy,, etc., as well as
molecules (or suspended particles) is taken as of V*, i.e. of the position of the semi-permeable
small compared with V*. This system will be partition. But J is also independent of any
completely defined according to the theory under special choice of the position of the domains of
.
discussion by the variables of condition pl . . p l . the centres of gravity and of the magnitude of
If the molecular picture were extended to deal V*, as will be shown immediately. For if a
with every single unit, the calculation of the second system were given, of indefinitely small
integral B would offer such difficulties that an domains of the centres of gravity of the particles,
exact- calculation of F could be SCarceIy contem- and the latter designated dx:dyl'dzl' ; dx;dy,'dz[
plated. Accordingly, we need here only to know . . . dx,'dyn'dzn', which domains differ from those
how F depends on the magnitude of the volume originally given in their position but not in their
V*, in which all the solute molecules, or suspended magnitude, and are similarly all contained in V*,
bodies (hereinafter termed briefly " particles an analogous expression holds :-
are contained.
dB' = dxl'dy; . . . dz,,' , J'.
We will call x,, yI, x, the rectangular Co-ordinates
of the centre of gravity of the first particle, Whence
x,, y,, x, those of -t he second, etc., x,, y,, x, those dXIdy1 dzn = dxl'dyl' . . . dza'.
of the last particle, and allocate for the centres Therefore
of gravity of the particles the indefinitely small d-- B - J
domains of parallelopiped form dg,, dy,, dzl ; dxzt dB' - TfT
8 THEORY OF BROWNIAN MOVEMENT MOVEMENT OF SMALL PARTICLES g
But from the molecular theory of Heat given in the and
paper quoted,(*) it is easily deduced that d B/ B (4) 3F RT RT
p=-alr*=Y*lCi=Nv*
(or dB'/B respectively) is equal to the probability
that at any arbitrary moment of time the centres It has been shown by this analysis that the exist-
of gravity of the particles are included in the ence of an osmotic pressure can be deduced from
domains (dx, . . . dz,) or (2%: . . . dzn') respec- the molecular-kinetic theory of Heat ; and that
tively. Now, if the movements of single particles as far as osmotic pressure is concerned, solute
are independent of one another to a sufficient molecules and suspended particles are, according
degree of approximation, if the liquid is homo- to this theory, identical in their behaviour at
geneous and exerts no force on the particles, then great dilution.
for equal size of domains the probability of each 6 3. THEORY OF THE DIFFUSION OF SMALL
of the two systems will be equal, so that the follow- SPHERES IN SUSPENSION
ing holds : Suppose there be suspended particles irregularly
dB dB'
-x- dispersed in a liquid. We will consider their
B B' state of dynamic equilibrium, on the assumption
But from this and the last equation obtained it that a force K acts on the single particles, which
follows that force depends on the position, but not on the time.
J = J'. It will be assumed for the sake of simplicity that
We have thus proved that J is independent both the force is exerted everywhere in the direction of
of V* and of x,, yr, . . . x,. By integration we the x axis.
obtain Let Y be the number of suspended particles per
B =/ ] d x l . . . dzn = J . V*n, unit volume ; then in the condition of dynamic
and thence equilibrium V is such a function of x that the varia-
tion of the free energy vanishes for an arbitrary
virtual displacement Sx of the suspended sub-
stance. We have, therefore,
(*) A. Einstein, Ann. d . Phys., 11, p. 170,1903.
8F = 8.E - TSS O.
IO THEORY OF BROWNIAN MOVEMENT MOVEMENT OF SMALL PARTICLES II
It will be assumed that the liquid has unit area 2. A process of diffusion, which is to be looked
of cross-section perpendicular .to the x axis and upon as a result of the irregular movement of the
is bounded by the planes x = o and x = 1. We particles produced by the thermal molecular
have, then, movement.
6E = - {:Kv6xdx If the suspended particles have spherical form
(radius of the sphere = P), and if the liquid has
and a coefficient of viscosity k, then the force K im-
parts to the single particles a velocity (*)
Since there must be dynamic equilibrium, we different intervals of time must be considered as
must have mutually independent processes, so long as we
VK 31, think of these intervals of time as being chosen
=P-
D-3x = O.
not too small.
We can calculate the coefficient of diffusion We will introduce a time-interval T in our dis-
from the two conditions (I) and (2) found for the cussion, which is to be very small compared with
dynamic equilibrium. We get the observed interval of time, but, nevertheless,
of such a magnitude that the movements executed
RT I
D=------ by a particle in two consecutive intervals of time
N 61rkP *
r are to be considered as mutually independent
The coefficient of diffusion of the suspended sub- phenomena (8).
stance therefore depends (except for universal Suppose there are altogether n suspended par-
constants and thk absolute temperature) only on ticles in a liquid. In an interval of time r the
the coefficient of viscosity of the liquid and on the x-Co-ordinates of the single particles will increase
size of the suspended particles. by d, where d has a different value (positive or
negative) for each particle. For the value of d
fj4. ON THE IRREGULAR MOVEMENT OF PARTICLES a certain probability-law will hold ; the' number
SUSPENDED IN A LIQUID AND THE RELATION d% of the particles which experience in the time-
OF THIS TO DIFFUSION interval r a displacement which lies between d
We will turn now to a closer consideration of +
and d dA, will be expressed by an equation of
the irregular movements which arise from thermal the form
molecular movement, and give rise to the diffusion dn = n+(A)d&
investigated in the last paragraph. where
Evidently it must be assumed that each single [+OO+(A)dd= I
-00
A= m
third terns on the right-hand side, we get from
this equation
Now, since T is very small, we can put
Further, we can expand j ( x + d, t ) in powers This is the well-known differential equation for
of A :- diffusion, and we recomise that D is the coeecient
of diffusion.
Another important consideration can be related
We can bring this expansion under the integral to this method of development. We have assumed
sign, since only very small values of A contribute that the single particles are all referred to the
anything to the latter. We obtain same Co-ordinate system. But this is unneces-
+m ax +W
sary, since the movements of the single particles
r=fj
f - / - - ~ o Q(d)dA+jfS d+(A)dA
-m -00 are mutually independent. We wilI now refer
the motion of each particle to a Co-ordinate
16 THEORY OF BROWNIAN MOVEMENT MOVEMENT OF SMALL PARTICLES 17
system whose origin coincides at the time t = o of this equation the displacement Xz in the direc-
with the position of the centre of gravity of the tion of the X-axis which a particle experiences on
particles in question ; with this difference, that an average, or-more accurately expressed-the
f(x, t)dx now gives the number of the particles square root of the arithmetic mean of the squares
whose x Co-ordinate has increased between the of displacements in the direction of the X-axis ;
time t = o and the time t = t, by a quantity it is
+
which lies between x and x dx. In this case
Aa = 45 = J Z t . ' (11)
also the function f must satisfy, in its changes,
the equation (I). Further, we must evidently . The mean displacement is therefore propor-
have €or x >
< o and t = o,
tional to the square root of the time. It can
easily be shown that the square root of the mean
f ( x , t ) = o and [ + w j ( x , t)dx = n. of the squares of the total displacements of the
--m
particles has the value &J3 . . (12)
The problem, which accords with the problem of
the diffusion outwards from a point (ignoring pos- 5 5. FORMULAFOR THE MEAN DISPLACEMENT OF
sibilities of exchange between the diffusing par- SUSPENDED PARTICLES. A NEW METHOD OF
ticles) is now mathematically completely defined DETERMINING THE REAL SIZE OF THE ATOM
(9) ; the solution is In 5 3 we found for the coefficient of diffusion D
--xcr of a material suspended in a liquid in the form of
small spheres of radius P-
The probable distribution of the resulting dis-
placements in a given time t is therefore the same
as that of fortuitous error, which was to be ex- Further, we found in 5 4 for the mean value of the
pected. But it is significant how the constants in displacement of the particles in the direction of
the exponential term are related to the coefficient the X-axis in time t-
of diffusion. We wil€now calculate with the help Aa = Jak
1 8 THEORY OF BROWNIAN ' MOVEMENT
By eliminating D we obtain