Georg–August–Universität Göttingen

Advanced Lab Course I

Analysis of Brownian Motion

Inhaltsverzeichnis

1. Introduction 1

2. Theoretical Brownian Motion 1

2.1. Fick’s law of Diffusion . . . . . . . . . . . . . . . . . . . . . . . . 1
2.2. Continuity Equation . . . . . . . . . . . . . . . . . . . . . . . . . 2
2.3. Diffusion Equation . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2.4. Langevin’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.5. Used microscopy methods . . . . . . . . . . . . . . . . . . . . . . 5

3. Performance 5
3.1. Preparation of the samples . . . . . . . . . . . . . . . . . . . . . . 6
3.2. Measurements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3.3. Evaluation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

4. Results 7
4.1. Histograms of motion displacement . . . . . . . . . . . . . . . . . 7
4.2. Variance of motion displacement and radius of beads . . . . . . . 8

5. Discussion 10
5.1. Histograms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
5.2. Variance of motion displacement . . . . . . . . . . . . . . . . . . . 11
5.3. Comparing the two microscopy techniques . . . . . . . . . . . . . 11

A. Error calculation I

B. Literatur I
 2. Theoretical Brownian Motion

1. Introduction

The Brownian motion is a from Robert Brown in 1827 [1], under his microscope
examined random movement of small particles. But not until 80 years later Al-
bert Einstein was able to explain the motion, while the motion has been proven
experimental by Jean Baptiste Perrin. This protocol is about the detection of the
Brownian motion as well, with two different microscopy methods, the fluorescence
and the phase contrast microscopy.

2. Theoretical Brownian Motion

Brownian Motion is a random, temperature independent small motion of micro

particles, whereby the movement is enough to let fluid diffuse. The motion comes
from random collusion with other particles, witch explains the random nature of
Brownian Motion. In the following, the theoretical framework to describe the mo-
tion is explained, which includes Fick’s law of Diffusion, the Continuity Equation
and Langevin’s Equation, a description of a molecular model. Furthermore two
methods for microscopy, the Fluorescence- and the Phase-contrast microscopy
will be explained.

2.1. Fick’s law of Diffusion

Adolf Fick derived the law of Diffusion in 1855. It can be used to describe cha-
racteristics of randomly moving particles. If c(~x, t) is the local concentration at a
place ~x and time t you can describe the flow density ~j with

~j(~x, t) = −D∇c, (1)

whereby the constant of proportionality D is named diffusion constant.

Analysis of Brownian Motion 1

2. Theoretical Brownian Motion 2.2. Continuity Equation

2.2. Continuity Equation

In a closed system with Volume V the amount of particles N is constant, whereby

amount of particle or the concentration in a sub volume dV can change. This
change should be equal to the flow of particle stream density from that volume,
which is given with ∂V ~j dA = − V ∇~jdV. You get
R R

Z Z
∂c
dV = − ∇~jdV, (2)
V ∂t V
∂c
⇒ = −∇~j. (3)
∂t

Equation (3) is known as Continuity Equation.

2.3. Diffusion Equation

Combining the equations from the two previous chapters (2 and 1) gives you the
Diffusion Equation

∂c
= D∆c, (4)
∂t

where ∆ is the Laplace operator. This is a partial differential equation of second

order. We want to solve the equation for one dimension for a free particle. It
follows that the starting condition can be written as

c(x, t = 0) = δ(x) (5)

It is practical to use the Fourier-transformation to solve the equation firstly in

Fourier-space. This gives the equation to

2 Roland Stenger
2.4. Langevin’s Equation 2. Theoretical Brownian Motion

∂c̃
= −k 2 Dc̃ (6)
∂t

Using separation of variables gives the general solution

c̃ = c̃0 exp(−k 2 Dt) (7)

1
With the Fourier-transformed starting conditions, δ̃(x) = 2π
and using F[exp(−a2 x2 )] =
√
π
a
exp(−k 2 /(4a2 )) you get

Z ∞
1
c= dk exp(ik − k 2 Dt) (8)
2π −∞
1 x2
=√ exp(− ). (9)
4πDt 4Dt

Considering equation (9) as a Gaussian distribution you can see that the mean
value
µ = 0,

and the variance

σ 2 = 2Dt. (10)

The mean squared displacement increases over time, while the mean value is
constant zero, which is the description of the net displacement.

2.4. Langevin’s Equation

So far we described the random motion of a particle with the Diffusion Equation,
but without considering the force witch let the particles move. As in (2) shortly

Analysis of Brownian Motion 3

2. Theoretical Brownian Motion 2.4. Langevin’s Equation

explained, the motion comes from collisions with other particles. Furthermore
the viscous drag has an influence as well. It is described in an example of the
Langevin equation [2] as

d2 x dx
F = m · a = m 2
= ξx (t) − γ , (11)
| {z } dt dt
N ewton | {z }
Langevin

On average we expect a random collision behaviour, witch is why we assume the

mean value of the force ξx (t) is zero. γ ddxt is the systematic part of the molecular
force. After substitution and a few transformations you get a variance of

mA  γ  2k T
2 B
hx i = − exp − m + t, (12)
γ t γ

where A is an integration constant. For a long enough observation period we get

2kB T
lim hx2 i = t. (13)
tγ/m γ

In combination with the definition of the variance at Gaussian distributions in

equation (10), you get a definition of the diffusion constant according to

kB T kB T
D= = . (14)
γ 6πηR

This will get us the radius of Brownian particles, dependent of known and mea-
surable values:

kB T
R= . (15)
6πηD

[3]

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2.5. Used microscopy methods 3. Performance

2.5. Used microscopy methods

2.5.1. Phase contrast microscopy

A Phase contrast microscopy is used to examine transparent objects that are

made up of parts with different refractive indices. Therefore the light is refracted
in different ways, resulting in a phase shift. The light is going through a few
optical instruments, before it is seen at the sample. A phase-ring is manipulation
the phase and the intensity to increase the contrast. The particle are now visible
as dark points in the picture. In figure 1 you can see a schematic layout of the
technique.

2.5.2. Fluorescence microscopy

As can be seen in Figure 2, fluorescence microscopy is a variant of the light micros-

copy. With this microscope it is possible to detect certain fluorescent substances
(fluorochromes) within a preparation. Fluorochromes have the characteristic to
absorb light of a certain wavelength and to reabsorb it at a different wavelength.
The structure is so that the chronic mirror only transmits the light of the chan-
ged wavelength to the detector. It only can be used for naturally fluorescent or
previously prepared particles. In addition, the structure consists of an emission
filter in front of the detector, The sample is then filtered out of the beam by the
excitated light, which is still left in the light. The emmitted light color is visible
in front of a black background in the detector. In figure 2 you can see a schematic
layout of the technique.

3. Performance

The main topic of the experiment is to measure the motion of particles under
the two, in a previous chapter explained microscopies. The particles are red and
yellow polystyrene bead. They differ in size.

Analysis of Brownian Motion 5

3. Performance 3.1. Preparation of the samples

3.1. Preparation of the samples

For each particle set, we mixed the beads with water with a dilution factor of 1:4,
and forced a small drop between two plates of glass. Every sample is analyzed
with both microscopy techniques, that we have in sum 4 settings. For analysing
it is important that there are no clusters of bead visible under the microscope.
Furthermore a drop between the two glass plates shouldn’t touch the corners,
because this would lead to a higher rate of movement.

3.2. Measurements

Being under the microscopy, we made a short movie of the sample with a various
frame time (exposure time). Therefore, for every of the 4 settings we got 2-4
movies which can be included into the analysis. For recording is was important
to adjust the exposure time that the brightest pixel has a lower value than 255.
This resulted in exposure times from 5ms to 110ms.

3.3. Evaluation

The created movies are saved as Audio Video Interleave (AVI) files. To detect
the positions of each particle in movie, it is analyzed by a software, which saves
the position into a file. The file includes the position of every particle at x and y
at every time step (frame). The position is firstly a pixel position which has to
be transformed into SI-units or in our case into µm. The scaling factor is 0.185.
After the data is prepared in a useful computational framework the analysis of
the motion begins. The preparation included dropouts of measurements, which
are exact zero, because this is a sign that the software lost the particle (for
example when they leaved the filed area). Furthermore every particle outside
of the three-sigma environment is dropped out too. Considering the motion of
the particles as Brownian motion with a theoretical perfect Gaussian shape, the
three-sigma environment includes 99.7% of all particles. Particles outside of this
can be ignored with being a measurement-mistake. To have an overview over
the quality of the data, a few histograms are made from the displacements of
particles after k = {1, 3, 5} time steps. It turned out that a few histograms didn’t

6 Roland Stenger
 4. Results

have the shape of an Gaussian curvature. Therefore we show only the histograms
with the best shape of every setting (see chapter 3.2 for ’settings’). Additionally
the variance σ 2 of the particle displacement of every data set for a specific time
range is calculated and plotted. A linear fit with gradient m gives us the diffusion
constant, according to equation (10). Last we can calculate from the diffusion
constant the radius of the particles, according to equation (15).

4. Results

In this section the the motion of the detected particles from each measurement
will be analysed. For every data sample the change of position along the x-axis
in different time steps T will be calculated as

∆i (T ) = χi (t + T ) − χi (t), (16)

with T = k · τ , where k is an integer and τ the time between two frames from
the video or the exposure time. From each set we use the data of each detected
particle, with considering the x- and the y- displacement. The index i represents
a particle, where χ can be the x or y axis. Here we consider the motion in x- and
y-direction each as a one-dimensional motion, independent from each other. If
there is now particle-drift, there is no difference between x- and y-motion accor-
ding to the nature of stochastic processes from Brownian particles. Furthermore,
considering the y-motions as well will increase our data set which leads to more
accurate statistics.

4.1. Histograms of motion displacement

In figure 4.1 you can see histograms from a few data sets with different T . Fur-
thermore the mean value from every data set is calculated and stripped from
every value, to have a better comparison of the shape of the densities, without
considering a possible drift.

Analysis of Brownian Motion 7

4. Results 4.2. Variance of motion displacement and radius of beads

(a) Red beads, fluorescence (b) Red beads, phase-contrast

(c) Yellow beads, fluorescence (d) Yellow beads, phase-contrast

Fig. 1: Density-plots of the motions of red- and yellow-beads with two

different microscopy techniques according the definition of ∆ from
equation (16).

4.2. Variance of motion displacement and radius of beads

In figure 4.2 you can see the calculated time dependent variance of motion accor-
ding to equation (10) with a linear fit. The gradient of the linear fit according to
m · T gives us the diffusion constant

D = m/2.

To minimize the error, the diffusion constant is calculated as the average value
of the gradient from different measurements, witch gets us

8 Roland Stenger
4.2. Variance of motion displacement and radius of beads 4. Results

D̄ = m̄/2. (17)

In table (1) you can see the results with the errors from the fit. The error of D is
calculated according to propagation of uncertainty in equation (1). The error of
the mean value of both values is calculated after equation (2). Therefore we get
for the error of D̄

σm̄
σD̄ = √ , (18)
n·2

with the number of considered fits n, which can be 2 or 3, depending on the

setting. Furthermore the radius of the beads are calculated from equation (15)
with an error after equation (1) with

r
kB T2
· σT2 + σD̄
2
, (19)
6πη D̄ D̄2

and an estimated error of T with σT = 0.5.

m̄ [µm2 /s] D̄ [µm2 /s] R [nm]

Red beads, florescence 1.529 ± 0.039 0.764 ± 0.019 320 ± 13
Red beads, phase-contrast 1.358 ± 0.088 0.679 ± 0.044 360 ± 23
Yellow beads, florescence 0.718 ± 0.045 0.358 ± 0.022 684 ± 42
Yellow beads, phase-contrast 1.090 ± 0.022 0.545 ± 0.011 448 ± 9

Tab. 1: Several calculated values from the average of the gradient m̄ and
therefore D̄ and the radius of the beads R.

Analysis of Brownian Motion 9

5. Discussion

(a) Red beads, fluorescence (b) Red beads, phase-contrast

(c) Yellow beads, fluorescence (d) Yellow beads, phase-contrast

Fig. 2: Variance of the four settings with a linear fit according to equation
(10) with gradient m = 2D.

5. Discussion

5.1. Histograms

In the evaluation of the histograms, some graphs didn’t fit the expectation of a
Gaussian curvature. For the shown histograms it also seems a big error has to
be considered. Especially for the histograms (b) and (c) in figure 3 doesn’t have
a good shape. A reason can be the long exposure time of 111ms, therefore the
displacement with k = 3 or k = 5 will consider a much bigger time difference.
The error, influenced by the environment of the microscopy can have an effect as
well. It will be bigger, when a bigger time-distance is calculated.

10 Roland Stenger
5.2. Variance of motion displacement 5. Discussion

5.2. Variance of motion displacement

In the analysis it seems to be useful to drop out values which don’t fit into the 3-σ
environment. Testing a different environment like 2- or 5- σ changed the following
result for the calculated diffusion constant and thereby the radius by a factor of
3. Which values for the considered environment is the best, only can be reasoned
from statistical reasons of a Gaussian curvature. But if some measurements are
wrong, an exact rule for drop outs, which based on a Gaussian distribution is
probably wrong.

5.3. Comparing the two microscopy techniques

Both microscopy techniques had similar result if you compare the diffusion con-
stant, and therefore the radius of the beads. Only the settings with yellow beads,
observed by the florescence microscopy resulted in a value for the diffusion con-
stant, which differs from the others. A possible reason could be the long exposure
time. This resulted in a longer recording time, where the possibility that particles
are not delectable anymore is higher. This leads to a lower data base for the sta-
tistics, which is getting more vulnerable. In the plot in figure 4c you can see there
are less data points. The reason is to be found in the high exposure time as well.
Less points lead to inexact fit-parameters. Furthermore a reason can be found in
a possible drift of the particles. A particle-drift doesn’t influence the variance of
motion as long as it is constant. But if we consider the possibility that the drift
changes, this can be an other source for wrong results. At a longer exposure time,
and therefore a longer recording, it is more likely that this source for mistakes
has more influence.

Analysis of Brownian Motion 11

 B. Literatur

A. Error calculation

Gaussian error propagation

v
u n  2
uX
2 ∂f
σf (x1 ,...,xn ) = t σi . (1)
i=1
∂x i

Error of the mean value

Pn
fi
f¯ = i=1
(2)
n
σ̄f
σf¯ = √ (3)
n

B. Literatur

[1] Brown, Robert: XXVII. A brief account of microscopical observations made

in the months of June, July and August 1827, on the particles contained
in the pollen of plants; and on the general existence of active molecules in
organic and inorganic bodies. In: The Philosophical Magazine 4 (1828), Sep,
Nr. 21, 161–173. http://dx.doi.org/10.1080/14786442808674769. – DOI
10.1080/14786442808674769

[2] Schwabl, Franz: Statistische Mechanik. 2006

[3] Gregor, Enderlein: Advanced Lab Course: Analysis of Brownian Motion

Analysis of Brownian Motion I