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[5]. Intelligence and Miscellaneous Articles: Brown™s Microscopical Ob-
servations on the Particles of Bodies, Philosophical Magazine N. S. 8
(1830), 296.
Chapter 3

The period before Einstein

I have found no reference to a publication on Brownian motion be-
tween 1831 and 1857. Reading papers published in the sixties and sev-
enties, however, one has the feeling that awareness of the phenomenon
remained widespread (it could hardly have failed to, as it was something
of a nuisance to microscopists). Knowledge of Brown™s work reached lit-
erary circles. In George Eliot™s “Middlemarch” (Book II, Chapter V,
published in 1872) a visitor to the vicar is interested in obtaining one of
the vicar™s biological specimens and proposes a barter: “I have some sea
mice. . . . And I will throw in Robert Brown™s new thing,”˜Microscopic
Observations on the Pollen of Plants,™”if you don™t happen to have it
From the 1860s on, many scientists worked on the phenomenon. Most
of the hypotheses that were advanced could have been ruled out by con-
sideration of Brown™s experiment of the microscopic water drop enclosed
in oil. The ¬rst to express a notion close to the modern theory of Brown-
ian motion was Wiener in 1863. A little later Carbonelle claimed that the
internal movements that constitute the heat content of ¬‚uids is well able
to account for the facts. A passage emphasizing the probabilistic aspects
is quoted by Perrin [6, p. 4]:
“In the case of a surface having a certain area, the molecular col-
lisions of the liquid which cause the pressure, would not produce any
perturbation of the suspended particles, because these, as a whole, urge
the particles equally in all directions. But if the surface is of area less
than is necessary to ensure the compensation of irregularities, there is no
longer any ground for considering the mean pressure; the inequal pres-
sures, continually varying from place to place, must be recognized, as the


law of large numbers no longer leads to uniformity; and the resultant will
not now be zero but will change continually in intensity and direction.
Further, the inequalities will become more and more apparent the smaller
the body is supposed to be, and in consequence the oscillations will at
the same time become more and more brisk . . . ”
There was no unanimity in this view. Jevons maintained that pedesis
was electrical in origin. Ord, who attributed Brownian motion largely
to “the intestine vibration of colloids”, attacked Jevons™ views [7], and I
cannot refrain from quoting him:
“I may say that before the publication of Dr. Jevons™ observations I
had made many experiments to test the in¬‚uence of acids [upon Brownian
movements], and that my conclusions entirely agree with his. In stating
this, I have no intention of derogating from the originality of of Professor
Jevons, but simply of adding my testimony to his on a matter of some
importance. . . .
“The in¬‚uence of solutions of soap upon Brownian movements, as
set forth by Professor Jevons, appears to me to support my contention
in the way of agreement. He shows that the introduction of soap in
the suspending ¬‚uid quickens and makes more persistent the movements
of the suspended particles. Soap in the eyes of Professor Jevons acts
conservatively by retaining or not conducting electricity. In my eyes it is
a colloid, keeping up movements by revolutionary perturbations. . . . It is
interesting to remember that, while soap is probably our best detergent,
boiled oatmeal is one of its best substitutes. What this may be as a
conductor of electricity I do not know, but it certainly is a colloid mixture
or solution.”
Careful experiments and arguments supporting the kinetic theory were
made by Gouy. From his work and the work of others emerged the fol-
lowing main points (cf. [6]):

1. The motion is very irregular, composed of translations and rota-
tions, and the trajectory appears to have no tangent.

2. Two particles appear to move independently, even when they ap-
proach one another to within a distance less than their diameter.

3. The motion is more active the smaller the particles.

4. The composition and density of the particles have no e¬ect.

5. The motion is more active the less viscous the ¬‚uid.

6. The motion is more active the higher the temperature.
7. The motion never ceases.
In discussing 1, Perrin mentions the mathematical existence of no-
where di¬erentiable curves. Point 2 had been noticed by Brown, and it is
a strong argument against gross mechanical explanations. Perrin points
out that 6 (although true) had not really been established by observation,
since for a given ¬‚uid the viscosity usually changes by a greater factor
than the absolute temperature, so that the e¬ect 5 dominates 6. Point 7
was established by observing a sample over a period of twenty years,
and by observations of liquid inclusions in quartz thousands of years old.
This point rules out all attempts to explain Brownian motion as a non-
equilibrium phenomenon.
By 1905, the kinetic theory, that Brownian motion of microscopic par-
ticles is caused by bombardment by the molecules of the ¬‚uid, seemed the
most plausible. The seven points mentioned above did not seem to be
in con¬‚ict with this theory. The kinetic theory appeared to be open to
a simple test: the law of equipartition of energy in statistical mechan-
ics implied that the kinetic energy of translation of a particle and of a
molecule should be equal. The latter was roughly known (by a determina-
tion of Avogadro™s number by other means), the mass of a particle could
be determined, so all one had to measure was the velocity of a particle
in Brownian motion. This was attempted by several experimenters, but
the result failed to con¬rm the kinetic theory as the two values of kinetic
energy di¬ered by a factor of about 100,000. The di¬culty, of course,
was point 1 above. What is meant by the velocity of a Brownian par-
ticle? This is a question that will recur throughout these lectures. The
success of Einstein™s theory of Brownian motion (1905) was largely due
to his circumventing this question.

[6]. Jean Perrin, Brownian movement and molecular reality, translated
from the Annales de Chimie et de Physique, 8me Series, 1909, by F. Soddy,
Taylor and Francis, London, 1910.
[7]. William M. Ord, M.D., On some Causes of Brownian Movements,
Journal of the Royal Microscopical Society, 2 (1879), 656“662.
The following also contain historical remarks (in addition to [6]). You
are advised to consult at most one account, since they contradict each

other not only in interpretation but in the spelling of the names of some
of the people involved.
[8]. Jean Perrin, “Atoms”, translated by D. A. Hammick, Van Nostrand,
1916. (Chapters III and IV deal with Brownian motion, and they are sum-
marized in the author™s article Brownian Movement in the Encyclopaedia
[9]. E. F. Burton, The Physical Properties of Colloidal Solutions, Long-
mans, Green and Co., London, 1916. (Chapter IV is entitled The Brow-
nian Movement. Some of the physics in this chapter is questionable.)
[10]. Albert Einstein, Investigations on the Theory of the Brownian Move-
ment, edited with notes by R. F¨rth, translated by A. D. Cowper, Dover,
1956. (F¨rth™s ¬rst note, pp. 86“88, is historical.)
[11]. R. Bowling Barnes and S. Silverman, Brownian Motion as a Natural
Limit to all Measuring Processes, Reviews of Modern Physics 6 (1934),
Chapter 4

Albert Einstein

It is sad to realize that despite all of the hard work that had gone into
the study of Brownian motion, Einstein was unaware of the existence of
the phenomenon. He predicted it on theoretical grounds and formulated
a correct quantitative theory of it. (This was in 1905, the same year he
discovered the special theory of relativity and invented the photon.) As
he describes it [12, p. 47]:
“Not acquainted with the earlier investigations of Boltzmann and
Gibbs, which had appeared earlier and actually exhausted the subject,
I developed the statistical mechanics and the molecular-kinetic theory of
thermodynamics which was based on the former. My major aim in this
was to ¬nd facts which would guarantee as much as possible the exis-
tence of atoms of de¬nite ¬nite size. In the midst of this I discovered
that, according to atomistic theory, there would have to be a movement
of suspended microscopic particles open to observation, without know-
ing that observations concerning the Brownian motion were already long
By the time his ¬rst paper on the subject was written, he had heard
of Brownian motion [10, §3, p. 1]:
“It is possible that the movements to be discussed here are identical
with the so-called ˜Brownian molecular motion™; however, the information
available to me regarding the latter is so lacking in precision, that I can
form no judgment in the matter.”
There are two parts to Einstein™s argument. The ¬rst is mathematical
and will be discussed later (Chapter 5). The result is the following: Let
ρ = ρ(x, t) be the probability density that a Brownian particle is at x at
time t. Then, making certain probabilistic assumptions (some of them


implicit), Einstein derived the di¬usion equation
= D∆ρ (4.1)
where D is a positive constant, called the coe¬cient of di¬usion. If the
particle is at 0 at time 0 so that ρ(x, 0) = δ(x) then

1 |x|2
’ 4Dt
ρ(x, t) = e (4.2)

(in three-dimensional space, where |x| is the Euclidean distance of x from
the origin).
The second part of the argument, which relates D to other physical
quantities, is physical. In essence, it runs as follows. Imagine a suspension
of many Brownian particles in a ¬‚uid, acted on by an external force K,
and in equilibrium. (The force K might be gravity, as in the ¬gure, but
the beauty of the argument is that K is entirely virtual.)

Figure 1
In equilibrium, the force K is balanced by the osmotic pressure forces
of the suspension,
grad ν
K = kT . (4.3)
Here ν is the number of particles per unit volume, T is the absolute
temperature, and k is Boltzmann™s constant. Boltzmann™s constant has

the dimensions of energy per degree, so that kT has the dimensions of
energy. A knowledge of k is equivalent to a knowledge of Avogadro™s
number, and hence of molecular sizes. The right hand side of (4.3) is
derived by applying to the Brownian particles the same considerations
that are applied to gas molecules in the kinetic theory.
The Brownian particles moving in the ¬‚uid experience a resistance
due to friction, and the force K imparts to each particle a velocity of the

where β is a constant with the dimensions of frequency (inverse time) and
m is the mass of the particle. Therefore

particles pass a unit area per unit of time due to the action of the force K.
On the other hand, if di¬usion alone were acting, ν would satisfy the
di¬usion equation
= D∆ν
so that

’D grad ν

particles pass a unit area per unit of time due to di¬usion. In dynamical
equilibrium, therefore,
= D grad ν. (4.4)

Now we can eliminate K and ν between (4.3) and (4.4), giving Einstein™s

D= . (4.5)

This formula applies even when there is no force and when there is only
one Brownian particle (so that ν is not de¬ned).

Parenthetically, if we divide both sides of (4.3) by mβ, and use (4.5),
we obtain
K grad ν
=D .
mβ ν
The probability density ρ is just the number density ν divided by the
total number of particles, so this can be rewritten as
K grad ρ
=D .
mβ ρ
Since the left hand side is the velocity acquired by a particle due to the
action of the force,
grad ρ
D (4.6)
is the velocity required of the particle to counteract osmotic e¬ects.
If the Brownian particles are spheres of radius a, then Stokes™ theory
of friction gives mβ = 6π·a, where · is the coe¬cient of viscosity of the
¬‚uid, so that in this case
D= . (4.7)
The temperature T and the coe¬cient of viscosity · can be measured,
with great labor a colloidal suspension of spherical particles of fairly uni-
form radius a can be prepared, and D can be determined by statistical
observations of Brownian motion using (4.2). In this way Boltzmann™s
constant k (or, equivalently, Avogadro™s number) can be determined. This


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