Lab Report: Brownian Motion

Objectives

1) To observe and track particles executing Brownian motion in two dimensions through image analysis
2) To verify the relationship between the mean square displacement of such particles with time through ensemble
average method and time average method

3) To obtain a frequency distribution plot for step size

4) To determine the Boltzmann constant, kb , using each of the above three methods

Introduction

Brownian motion refers to the random motion of colloidal particles in a fluid due to rapid bombardment of the con-
stituent particles of the ambient fluid. Historically, the phenomenon perplexed scientists, to the extent that the dis-
coverer of Brownian motion, Robert Brown, who first observed such motion in 1827 in pollen grains suspended in
water, explained it by attributing a ‘living’ character to pollen grains. When the formal explanation for such motion
was proposed by Einstein in 1905, it provided landmark evidence for the atomic nature of matter— a concept that was
considered only of theoretical important at that time. Since then, the mathematical models that describe Brownian
motion have found crucial uses in disciplines ranging from the sciences to economics.

In our experiment, we used video microscopy to observe and image the motion of micron sized beads in distilled water.
The images were analyzed using a combination of Tracker and python to track the motion of an ensemble of particles.
The data was analyzed using the Langevin model to study the relationships between the mean square displacement
with time, and obtain the value for the Boltzmann constant using the slope of this plot and the Stoke’s Law. This was
done by analyzing both cases, one where the mean is an ensemble average, and one where we take the time average,
therefore, checking for the Ergodicity of this system. Alternatively, we also plot the frequency distribution for step
size and determine the Boltzmann constant using the variance from this plot and the Stoke’s Law.

Theory

Brownian Motion, as treated formally by the Langevin Model, can be thought of as the dynamics of a stochastic system
where the dynamics are determined by a gaussian white noise, which is essentially the random small forces exerted
on the Brownian particle due to the bombardment of fluid particles, and a linear drag. Such a definition motivates the
following form of an equation of motion:

dv
m = −αv + f 0 (t)
dt
. . . (1)
Where m is the mass of the particle, v is the velocity, α is a drag coefficient and f (t) is a time dependent random small
0

force. We will explicitly solve this equation for one dimensional motion, and later generalize to higher dimensions.

It’s important to make note of certain assumptions before solving expression (1):

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 1) We assume we know Stoke’s Law relating the drag term to the size, a, of the spherical particle, it’s velocity, v,
and the viscosity, η , of the ambient fluid:

αv = 6πηav
. . . (2)

2) The system is in thermal equilibrium, which implies that all equilibrium microstates are equally accessible and
probable, and the average kinetic energy is homogenous throughout the system.

3) We have spatial symmetry:

< v >= 0
This implies that the Brownian particle has no external force acting on it, except the white noise discussed
above. This ensures that our system is perfectly horizontal with the ground to avoid any gravitational
motion.

Now, if r is the displacement vector satisfying:

dr
v= = r0
dt
. . . (3)
Expression (1) becomes the following after multiplying both sides with r.

dr0 dr
mr = −αr + f 0 (t) r
dt dt
Using product rule of differentiation,
  0 
 d rr 0 0
 dr
⇒ m  − r r  = −αr + f 0 (t) r
dt dt
. . . (4)
Taking ensemble average of expression (4):

  0 
 d rr 0 0
 dr
⇒< m  − r r  >=< −αr > + < f 0 (t) r >
dt dt
. . . (5)

2
Notice here that

0 0
< f (t) r >=< f (t) >< r >= 0
. . . (6)

0
As f (t) is truly a random force and, thus, has no correlation with r. Therefore, of course, the mean of such a random
force would be zero.

Using the equipartition theorem,

0
< r 2 >= kB T
. . . (7)
Where kB is the Boltzmann constant and T is the temperature. Replacing (6) and (7) in (5):

  0
 >= kB T − α < r dr >
 d rr 
⇒< 
dt  m m dt
. . . (8)
Expression (8) is a linear first order ordinary differential equation where < r dr
dt > may be thought of as the dependent
variable. We solve this using the integrating factor method to obtain:

Z
α dr α kB T kB T mα t
⇒e mt < r >= emt dt = e +C
dt m α

dr 1 d < r2 > kB T α
⇒< r >= = + Ce− m t
dt 2 dt α
. . . (9)

We set up the initial conditions to determine the constant of integration, C. We know that at t = 0 ; r = 0 . Plugging
into expression (9) gives:

kB T
C=−
α
. . . (10)
Putting (10) and (9) together, we get,

d < r2 > kB T  α

=2 1 − e− m t
dt α
. . . (11)

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We integrate w.r.t. time to get the full general solution for mean square displacement:

kB T  m − mα t 
< r2 >= 2 t− e
α α
. . . (12)

α
From (12), we can clearly observe that as t → ∞; e− m t → 0 . Therefore, in the late time behavior limit, the time
dependence of the mean square displacement simplifies to,

kB T
< r2 >= 2 t
α
. . . (13)
Expression (13) truly fleshes out the ‘linear’ time dependence of the mean square displacement that we’ve talked
about earlier. However, note that this derivation has been made for one-dimensional motion. It turns out, fortunately,
expression (13) can be generalized to higher dimensions by multiplying by a factor of 2.

Therefore, the crucial equation in our experiment, the linear time dependence of the mean square displacement for
two-dimensional Brownian motion in the large time limit is given by:

kB T
< r2 >= 4 t
6πηa
. . . (14)

Where we’ve replaced α using the Stokes Law, expression (2). Here a is the radius of the Brownian particle. We also
kB T
recognize 6πηa as the self-diffusion coefficient D. We shall plot a graph between < r2 > and t in our analysis and the
slope of this graph would return 4D.

The Ergodic hypothesis says that, over long periods of time, the time spent by a system in some region of the phase
space of microstates with the same energy is proportional to the volume of this region. In practice, this translates
into an equivalence, in that, the distribution one obtains for the microstates of an ensemble of identical systems at any
given instant of time is equivalent to the distribution one obtains by looking at all the microstates occupied by a single
such system over a large time. It is worth mentioning here that the mean in expression (14) is formally an ensemble
average, however, given the Ergodic hypothesis, it may also be interpreted as a mean over time. This shall be reflected
in our analysis.

Expression (12) can yield yet another meaningful result for us. In the small time interval limit t → 0 , we Taylor
expand the exponential term about t = 0 to obtain an approximation up to the second order. Upon substituting this
Taylor expansion in (12), the following is obtained:

2Dm t2
< r >= −
2
+ 4Dt −
α 2m
. . . (15)

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Meanwhile, we know that for a free particle,

x = x0 + ut
Where x is the displacement at time t, x0 is the initial displacement and u is the constant velocity of the particle.
And therefore,

x2 = x02 + 2x0 ut + u2 t2
. . . (16)

Expressions (15) and (16) are of an identical form. This means that in the very small time interval limit, the Brownian
particle is, in fact, like a free particle!

An alternative method to analyze Brownian motion and determine the Boltzmann constant is by studying the frequency
distribution of the step lengths in the x and y directions. The probability of obtaining a one-dimensional step length,
∆ , is given by,

1 ∆2
P (∆) = √ e− 2σ2
2πσ2
. . . (17)

√
Where σ = 2Dτ and τ is the time interval between position measurements. Therefore, using the standard deviation
of this gaussian distribution, we can determine the self-diffusion constant, and thus, the Boltzmann constant. Note that
in principle, the distribution is centered about zero. This supports our initial claim that we have spatial symmetry, and
thus, we do not expect to see a net motion in any direction. Therefore, this plot serves as an important tool to check
for any ‘drift’, or, the proper horizontal balancing of our system. If, suppose, the sample was tilted in either direction,
gravity would cause the particles to have larger steps in a favored direction, thus shifting the peak of the distribution.
In general, shifting of the mean of this distribution implies existence of unaccounted external forces.