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Randomness and Brownian Motion
In Classical times the Pythagorean philosophers believed that
all things were made up from a specific number of tiny indivisible
particles called 'monads'. Each object contained a different number
of particles, and so they believed that 'everything was number'.
Other philosophers held similar views, and today we call them
'atomists'.
The Roman Poet
Titus Lucretius Carus (c.99-c.55 BCE) the author of On the Nature of Things
The Roman
poet and philosopher Lucretius wrote On the Nature of Things (c. 60 CE)
where he described the motion of dust particles dancing in the
light of a sunbeam, and attributed their motion to the invisible
blows of atoms. Nowadays we might explain this by the small
currents of air moving the dust, but there are other situations
where we can see this happening. For example, in the school
laboratory, it is possible to see this kind of motion with
Lycopodium Powder [see note 1] floating on water and viewed under a
microscope.
What is moving the particles of powder?
Robert Brown
(1773-1858) The 'jiggling' of pollen grains he saw is now called
'Brownian Motion'
In 1827
the botanist Robert Brown noticed that if you looked at pollen
grains in water through a microscope, the pollen jiggles about. He
called this jiggling 'Brownian motion', but Brown couldn't
understand what was causing it. He thought at first the pollen must
be alive, but after testing the phenomenon with fine dust
particles, he confirmed that the movement was not due to any living
organism.
Interestingly, much earlier, the Dutch Physician Jan
Ingenhousz had investigated a number of chemical and physical
phenomena and described similar irregular motion of coal dust
particles on the surface of alcohol in 1785, but as with Brown, the
phenomenon did not attract much scientific attention.
John Dalton
(1766-1844) Often called the 'Father of Modern Chemistry'. He was
the principal proponent of an atomic theory and published the first
table of relative atomic weights.
In 1800,
John Dalton (1766-1844), a Quaker from Cumbria became the Secretary
of the Manchester Literary and
Philosophical Society [see note 2]. Dalton became one of the
most important chemists of his time and through his experimental
work promoted the first systematic ideas of an atomic theory. As
with all scientific theories, there were many people who
contributed their views, and Dalton's achievements rested on those
of a number of scientists from France and England [see note 3].
The first person to describe the mathematics behind Brownian
motion was the Danish astronomer Thorvald Thiele in 1880, and
later, in 1900, Louis Bachelier a French mathematician, wrote his
PhD thesis on the 'Theory of Speculation', which was the first ever
mathematical analysis of the stock and option markets. Bachelier's
work also provided a mathematical account of Brownian Motion.
The curious thing was, that while most scientists were
convinced that atoms existed, because the atomic theory was able to
explain many physical and chemical processes, having a mathematical
account does not prove that atoms exist and by the beginning of the
20th century, nobody had been able to produce an experimental proof
of their existence.
A portrait of
Albert Einstein in 1905. During this year he was working as a clerk
in the Swiss Patent Office where he produced his four famous papers
on The Nature of Light, Brownian Motion, Special Relativity and
Mass-Energy Equivalence [see note 4].
In 1905,
Einstein became interested in the phenomenon of Brownian Motion,
and in the same year he published three papers which finally came
up with an explanation.
Einstein realised that the jiggling of the pollen grains seen in
Brownian motion was due to molecules of water hitting the tiny
pollen grains, like children randomly kicking a ball in a
playground. The pollen grains were visible but the water molecules
were not, which was why it looked like the pollen was bouncing
around on its own.
Einstein also showed that it was possible to work out how many
molecules were hitting a single pollen grain and how fast the water
molecules were moving - all by looking at the pollen grains.
The Polish
Physicist Marian Smoluchowski (1872-1917) In 1906 he produced the
mathematical equations that described the Random Processes in
Brownian Motion.
Einstein's
papers together with the independent work of the Polish scientist
Marian Smoluchowski (1872-1917) in 1906 brought the solution of the
problem to the attention of physicists, and presented it as a way
to indirectly confirm the existence of atoms and molecules.
At last scientists had made predictions about the properties of
atoms that could actually be tested. The French physicist Jean
Perrin (1870-1942) then used Einstein's predictions to work out the
size of atoms and remove any remaining doubts about their
existence.
Relative Molecule
Sizes
Now think of the pollen particle you can see under the microscope
swimming randomly in water.
One molecule of water is about 0.1 to 0.2 nano-metres ($10^{-9}$
metres), (a hydrogen-bonded cluster of 300 atoms has a diameter of
approximately 3 nano-metres) where the pollen particle is roughly 1
micro-metre ($10^{-6}$ metres)in diameter, roughly 10,000 times
larger than a water molecule. So, the pollen particle can be
considered as a very large balloon constantly being pushed by water
molecules. The Brownian motion of particles in a liquid is due to
the instantaneous imbalance in the force exerted by the small
liquid molecules on the particle.
The Mathematics of
Randomness now applies to many aspects of our everyday life,
though we may not be aware of it. Not only to the movement of
atoms, but also to anything that has irregular movement or
irregular appearance like the stock market, the identification of
images, analysis of fingerprints, testing forgery of paintings and
other art objects, tracking animals, gambling, gene mutation,
signal communication, computer simulations, the list goes on. It is
one of the exciting things about being a mathematician that the
same piece of mathematics can get modified and applied to some of
the most unexpected aspects of our lives.
Notes
-
Lycopodium powder is a fine yellow powder derived from the
spores of Lycopodium clavatum (stag's horn club moss, running
ground pine).
-
In the later 18th Century, a number of 'Literary and
Philosophical' societies existed in England to promote literacy and
technical education for working people, and to develop new
industrial processes.
-
In particular, Joseph Priestly (1733-1804) in England, and
Antoine Lavoisier (1743-2794), and Joseph Luis Gay-Lusac
(1778-1850) in France.
- $E =mc^2$
References
Einstein, A. (1956) Investigations on the Theory of the Brownian
Motion. New York Dover Books
Nott, M. (2005) Association for
Science Education School Science
Review "Molecular reality: the contributions of Brown,
Einstein and Perrin" (39 - 46) .
The story of Brownian motion and
its importance in modern science
Weblinks
There are a number of websites that
give the story of Brownian Motion and its explanation by Einstein,
but most of them leave out the interesting history of atomism and
the contributions made by others. One of the best short versions
that can be read without too much technical or mathematical
knowledge is:
The story of Brownian motion began
with experimental confusion and philosophical debate, before
Einstein, in one of his least well-known contributions to physics,
laid the theoretical groundwork for precision measurements to
reveal the reality of atoms
Here is a Java demonstration of
Brownian Motion
CoLoS Virtual Physics Laboratory This
site shows a Java Applet where you can alter the number of
particles, their speed and mass ratio, and get a trace of a random
walk http://www.phy.ntnu.edu.tw/ntnujava/index.php?topic=24
An interesting collection of
applications of Randomness to: Uncertainty, Historical Background,
Theory, Fractals, Applications in medicine, Robotics, Estimation of
Extreme Floods and Droughts, Market Analysis, Manufacturing,
Decision Making