Physics

Project
Brownian Motion and Applications

Karthikeya Kakarlapudi
XII-A
UID:
 INDEX

S.No Topic Pg.No

1. Introduction and History 1-6

2. Einstein’s Model of Brownian Motion 7-15
3. Applications 16-19
4. Conclusion 20
5. Bibliography 21
 INTRODUCTION AND HISTORY

Brownian motion is the random motion of particles suspended in a

medium(liquid or gas).

This pattern of motion typically consists of random fluctuations in

a particle’s position inside a fluid subdomain, followed by
relocation to another subdomain within the fluid.
This pattern of fluctuations followed by relocations describes a
fluid at thermal equilibrium, defined by a given temperature.
Within such a fluid, there is no preferential direction of flow and
the fluid’s overall linear and angular momenta remain null over
time.

This motion is named after the botanist Robert Brown, who first
described this phenomenon in 1827 while looking through the
microscope at the pollen of the plant Clarkia pulchella suspended
in water.

If a number of particles subject to Brownian motion are present in

a given medium and there is no preferred direction of motion or
flow, then, over a period of time, the particles tend to spread
evenly in the medium. For example, if A and B are two adjacent
regions in a medium and at time t, A contains twice the number of
particles in B. Now the probability that a particle will move from A
to B is twice the probability that a particle will move from B to A.

This physical process of particles in a medium spreading out

evenly in the medium is known as diffusion. Thus diffusion can be
considered a macroscopic manifestation of Brownian motion. This
relation makes it possible to study diffusion by simulating and
studying the average behaviour of a Brownian particle.

Brownian motion is used to study real-life diffusion processes like

diffusion of pollutants in the atmosphere, diffusion of
“holes”(regions of positive potential) in semiconductors and even
diffusion of calcium through bone tissue.

1
 The Scottish botanist, Robert Brown

A diagrammatic representation of calcium diffusion in bones that can be

explained through Brownian motion

2
Although the phenomenon of Brownian motion had been noticed
and described earlier by the likes of Roman philosopher Lucretius
and Dutch scientist Jan Ingenhousz who observed it in coal
particles suspended in alcohol in 1785, Robert Brown was the first
one to analyze and study this phenomenon in detail.

Initially, he believed this a vital activity particular to the pollen

grains of plants, upon studying and observing the same
phenomenon in the pollen grains of plants that had been dead for
a hundred years, he arrived at the conclusion that this motion had
very little to do with living cells. Further study revealed a similar
phenomenon in inorganic substances like chips of glass and
granite or particles of smoke.

Early explanations for the phenomenon were attributed to thermal

convection currents in the fluid. But when observations revealed
the relative lack of motion in nearby particles, this explanation
was abandoned.

By the 1860s, the problem of explaining Brownian motion started

to gain rapid interest among theoretical physicists. The
characteristics of Brownian motion: a given particle that appeared
equally likely to move in any direction; further motion seemed
completely unrelated to past motion; and the motion never
stopped. In 1865, an experiment was conducted wherein a
suspension was sealed in a glass tube for a year and
observations revealed that Brownian motion persisted. A more
systematic investigation in 1889 determined that smaller particle
size and lower viscosity of medium resulted in increased velocity
of the particle.

The many-body interactions in Brownian motion cannot be solved

using a model that accounts for every single particle of the
system. Hence probabilistic models and statistical mechanics aid
the study and explanation of Brownian motion.

3
 Roman philosopher Lucretius,
Who provided the first preserved record
Of Brownian motion

Dutch scientist Jan Ingerhousz, who observed

Brownian motion of coal particles suspended in
Alcohol

4
In 1905, theoretical physicist Albert Einstein published a paper
where he modelled the motion of pollen grains as being moved by
individual molecules of water. The direction of the force of atomic
bombardment is constantly changing, with the particle being hit
more on one side than the other, leading to a seemingly random
motion of the particle.

This explanation served as convincing evidence that atoms and

molecules exist and was further experimentally verified by Jean
Perrin in 1908. Perrin was awarded the Nobel Prize in Physics in
1926 “for his work on the discontinuous nature of matter.”

The first person to use mathematics to describe Brownian motion

was Thorvard N. Thiele in his paper on the method of least
squares in 1880.
This was followed independently by Louis Bachelier in 1900 in his
PhD thesis “The Theory of Speculation”, in which he presented a
stochastic analysis of the stock and option markets, a model
which is cited to this very day in the field of economics.

In this project, we shall delve deep into Einstein’s model of

Brownian motion and the modern-day applications of Brownian
motion.

5
French physicist Jean Perrin who experimentally verified Einstein’s model
of Brownian motion

Thorvard N.Thiele and Louis Bachelier independently developed

mathematical formulations of Brownian motion

6
 EINSTEIN’S MODEL OF BROWNIAN MOTION

Since higher temperatures also led to more rapid Brownian

motion, in 1877 it was suggested that its cause lay in the “thermal

molecular motion in the liquid environment.” The idea that

molecules of a liquid or gas are constantly in motion, colliding with

each other and bouncing back and forth, is a prominent part of the

kinetic theory of gases developed in the third quarter of the 19th

century by the physicists James Clerk Maxwell, Ludwig

Boltzmann, and Rudolf Clausius in explanation of heat

phenomena.

According to the theory, the temperature of a substance is

proportional to the average kinetic energy with which the

molecules of the substance are moving or vibrating. It was natural

to guess that somehow this motion might be imparted to larger

particles that could be observed under the microscope; if true, this

would be the first directly observable effect that would corroborate

the kinetic theory. This line of reasoning led the German physicist

Albert Einstein in 1905 to produce his quantitative theory of

7
Brownian motion. Similar studies were carried out on Brownian

motion, independently and almost at the same time, by the Polish

physicist Marian Smoluchowski, who used methods somewhat

different from Einstein’s.

8
James Maxwell, Ludwig Boltzmann and Rudolf Clausius, the founding

fathers of the discipline of thermodynamics

Albert Einstein and Marian Smoluchowski discovered a complete

explanation of Brownian motion independent of each other

9
Einstein wrote later that his major aim was to find facts that would

guarantee as much as possible the existence of atoms of definite

size. In the midst of this work, he discovered that according to the

atomic theory there would have to be an observable movement of

suspended microscopic particles. Einstein did not realize that

observations concerning the Brownian motion were already long

familiar. Reasoning on the basis of statistical mechanics, he

showed that for such a microscopic particle the random difference

between the pressure of molecular bombardment on two opposite

sides would cause it to constantly wobble back and forth. A

smaller particle, a less viscous fluid, and a higher temperature

would each increase the amount of motion one could expect to

observe.

Over a period of time, the particle would tend to drift from its

starting point, and, on the basis of kinetic theory, it is possible to

compute the probability (P) of a particle’s moving a certain

distance (x) in any given direction (the total distance it moves will

be greater than x) during a certain time interval (t) in a medium

whose coefficient of diffusion (D) is known, D being equal to one-

10
half the average of the square of the displacement in the x-

direction. This formula for probability “density” allows P to be

plotted against x.

11
A table showing the displacement data from a Brownian motion experiment

Table showing experimental observation of the relation between the

velocity of the particle, coefficient of diffusion, displacement of the particle,

time duration and Reynold’s number(a measure of turbulence of medium)

12
The graph is the familiar bell-shaped Gaussian “normal” curve that typically

arises when the random variable is the sum of many independent,

statistically identical random variables, in this case, the many little pushes

that add up to the total motion.

The equation for this relationship is

13
The introduction of the ultramicroscope in 1903 aided quantitative
studies by making visible small colloidal particles whose greater
activity could be measured more easily. Several important
measurements of this kind were made from 1905 to 1911. During
this period the French physicist Jean-Baptiste Perrin was
successful in verifying Einstein’s analysis, and for this work, he
was awarded the Nobel Prize for Physics in 1926. His work
established the physical theory of Brownian motion and ended the
scepticism about the existence of atoms and molecules as actual
physical entities.

14
 A reproduction of a drawing from

Jean-Baptiste Perrin in his experiment

Brownian motion

15
 APPLICATIONS

Stellar Dynamics:

In stellar dynamics, a massive body(star, black hole etc.) can

experience Brownian motion under the influence of gravitational

forces from the surrounding stars. The relative motion is given by

the formula

Where M stands for the mass of the celestial object under study
and V stands for its root mean square velocity. The root mean
square velocity of the background stars is given by and the
mass of the background stars is represented by m which is much
less than M. The Brownian velocity of Sgr A*, a supermassive
black hole at the centre of the Milky Way galaxy, is predicted to
have a velocity of less than 1 km/s from this formula.

16
An image of a research paper in Brownian motion in black holes

17
Stock Markets:

Brownian motion is used as a model to predict changes in

financial assets and markets, portfolios, gains and wealth in terms

of continuous stochastic processes. It helps model the motion of

prices and assets over a period of time under the assumption that

there are no sudden changes in the market. This has been a very

important foundational model in financial mathematics and

business analysis and continues to be the base for more

advanced models in the field.

Narrow Escape Problem:

The narrow escape problem refers to the problem predicting the

time required for a Brownian particle to escape a closed space

with a small window or a narrow gap. As the gap becomes

narrow, the time required diverges. Solutions to this problem have

far-reaching impacts on biochemistry and drug delivery in

patients, impacting the efficiency of medication sent through the

bloodstream.

18
An image showing a graph of a commodity price varying with time,

modelled on Brownian motion

An image showing the narrow escape problem and its impact on

biochemistry

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 CONCLUSION

Brownian motion marks one of the four papers of Einstein’s

miracle year in 1905 but is also one of his lesser-known

contributions. The difficulty of understanding Brownian motion

arises from the fact that randomness is hard to understand and

mathematically formulate.

The far-reaching impacts of Brownian motion are far too many to

be enlisted. From biochemistry to stellar dynamics to financial

mathematics, Brownian motion has an illustrious set of

applications in our modern-day life.

The discoveries produced from the research into Brownian motion

have also helped us prove the existence of atoms and molecules,

marking one of the greatest moments of 20th-century science.

Thus, Brownian motion, although not as popular as relativity,

remains a part of Einstein’s eternal legacy, a discovery that can

never be underestimated.

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 BIBLIOGRAPHY

Britannica, T. Editors of Encyclopaedia. "Brownian motion."

Encyclopedia Britannica, May 31, 2017.

https://www.britannica.com/science/Brownian-motion.

Einstein’s random walk

15 Jan 2005 https://physicsworld.com/a/einsteins-random-walk/

Einstein and Brownian Motion

February 2005

https://www.aps.org/publications/apsnews/200502/history.cfm

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