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What is the Mathematical Expression for Brownian Motion?

Published in Stochastic Processes and Diffusion 4 mins read

Brownian motion, a fundamental concept in physics and mathematics, describes the random movement of particles suspended in a fluid resulting from their collision with the fast-moving atoms or molecules in the fluid. While it doesn't have a single "expression" like a simple algebraic formula, it is primarily modeled as a stochastic process, most notably the Wiener process. Additionally, a key physical formula directly related to Brownian motion describes the diffusion constant of the particles.

Understanding Brownian Motion as a Stochastic Process

The mathematical expression for Brownian motion as a stochastic process is defined by several properties, often represented by a random variable $W_t$ (or $B_t$) which describes the particle's displacement at time $t$. This process is formally known as a Wiener process.

Here are the key mathematical characteristics of a one-dimensional Wiener process $W_t$:

  • Initial Value: $W_0 = 0$. The process starts at the origin.
  • Stationary and Independent Increments: For any $0 \le s < t$, the increment $W_t - W_s$ is independent of past values of the process ($W_u$ for $u \le s$). The distribution of this increment depends only on the length of the time interval $(t-s)$, not on $s$ or $t$ themselves.
  • Normal Distribution of Increments: The increment $W_t - W_s$ follows a normal (Gaussian) distribution with a mean of 0 and a variance of $t - s$.
    • Mathematically: $W_t - W_s \sim \mathcal{N}(0, t - s)$.
  • Continuous Paths: The paths of Brownian motion are continuous functions, meaning there are no sudden jumps in particle position. However, these paths are nowhere differentiable, reflecting their highly erratic and jagged nature.

For three-dimensional Brownian motion, the position of a particle at time $t$ can be represented as $(W{t,x}, W{t,y}, W_{t,z})$, where each component is an independent Wiener process.

The Diffusion Constant Formula

A crucial physical manifestation of Brownian motion is diffusion, characterized by the diffusion constant (D). This constant quantifies how quickly particles spread out in a fluid due to their random motion. The formula for the diffusion constant, derived from the work of Albert Einstein and Marian Smoluchowski, is:

$D = \frac{k_B T}{6 \pi \eta r}$

This equation, often referred to as the Einstein-Stokes equation, establishes a fundamental relationship between the microscopic properties of the fluid and particles, and the macroscopic phenomenon of diffusion.

Components of the Diffusion Constant Formula

To better understand this essential formula, let's break down its individual components:

Symbol Description Standard Unit (SI)
$D$ Diffusion Constant (also called Diffusion Coefficient) $m^2/s$
$k_B$ Boltzmann Constant $1.380649 \times 10^{-23} J/K$
$T$ Absolute Temperature of the fluid Kelvin (K)
$\pi$ Pi (mathematical constant, approximately 3.14159) Dimensionless
$\eta$ Fluid Viscosity (a measure of fluid's resistance to flow) Pascal-second (Pa·s)
$r$ Radius of the Brownian particle (assuming a spherical particle) Meter (m)

Practical Insights and Examples

The diffusion constant formula highlights several important aspects of Brownian motion:

  • Temperature Dependence: As temperature ($T$) increases, the diffusion constant ($D$) increases. This means particles move and spread out faster at higher temperatures due to increased kinetic energy of fluid molecules leading to more frequent and energetic collisions.
  • Viscosity Dependence: A higher fluid viscosity ($\eta$) leads to a lower diffusion constant ($D$). Thicker fluids offer more resistance to particle movement, slowing down diffusion.
  • Particle Size Dependence: Larger particles (larger $r$) have a smaller diffusion constant ($D$). This is intuitive: bigger particles experience more drag and are less affected by individual molecular collisions, thus diffusing slower.

Example Application:
Imagine comparing the diffusion of tiny pollen grains in water at room temperature versus in honey.

  • In water (low $\eta$), pollen will diffuse relatively quickly.
  • In honey (high $\eta$), the diffusion will be significantly slower, even at the same temperature, because of the much higher viscosity.

This formula is not just theoretical; it has practical applications in fields such as:

  • Biology: Understanding the movement of molecules within cells.
  • Chemistry: Predicting reaction rates and mixing processes.
  • Environmental Science: Modeling pollutant dispersion in air and water.

While the Wiener process defines the underlying random walk, the diffusion constant provides a measurable quantity that directly links the microscopic chaos of Brownian motion to macroscopic transport phenomena.