Brownian motion · Route A §3
Balancing directional drag against random spreading.
How can a drag force and equilibrium determine how fast particles diffuse, and why does the magnitude of the force drop out of the resulting diffusion coefficient?
An executable model
The drift-diffusion balance laboratory
Static worked example
CurrentThese numbers match the current settings.
Predict before the numbers
If you double the external force pulling on the particles, does the steady-state diffusion coefficient D double, halve, or stay unchanged?
Predict before the numbers
In a hypothetical world where single molecular collisions cannot move particles (kicks off, m = 0), what happens to particles under a constant downward force?
The result appears when you choose, say you have one in mind, or skip.
Test it: calculate with twice the force
The accepted run has thermal D = 0.42858 μm²/s and drift velocity 0.42858 μm/s. With mismatched kicks, the chosen kick strength is a separate model assumption; a transient profile is not an equilibrium measurement.
The explanation is available with or without a prediction. These are model consequences, not experimental proof.
Net flux J = Jdrift + Jdiff = 0.035929 m⁻²s⁻¹
Accepted result: Drift-diffusion balance steady state transient; diffusivity 0.42858 μm²/s.
The force cancellation principle
In §3, Einstein equates the directional Stokes drift with the opposing Brownian diffusion. Notice how the magnitude of the applied force F drops out completely from the inferred diffusion coefficient:
Osmotic decay length (thermodynamic)
λosm = kB T / |F|
1 μm
Calculated directly from the force-balance exponential profile.
Kinetic decay length (stepper)
λkin = Dkicks / (μ |F|)
1 μm
Measured from the steady-state concentration slope.
Equilibrium Agreement (m = 1.0): The kinetic kicks exactly match the thermal expectation. The two routes to D agree, confirming Einstein’s relation D = μ k_B T = 0.42858 μm²/s.
Inspect and export the accepted dataset
All 100 cells are available below (cell width Δx = 0.1 μm). The numerical profile is a normalized coordinate probability density; its cell masses sum to one. The osmotic reference is evaluated at cell centers.
Full cell dataset (100 rows)
| Cell | Position x (μm) | Numerical density (m⁻¹) | Osmotic density (m⁻¹) |
|---|---|---|---|
| 1 | 0.05 | 47183 | 47.73 |
| 2 | 0.15 | 51648 | 52.75 |
| 3 | 0.25 | 56042 | 58.297 |
| 4 | 0.35 | 60324 | 64.428 |
| 5 | 0.45 | 64453 | 71.204 |
| 6 | 0.55 | 68395 | 78.693 |
| 7 | 0.65 | 72119 | 86.969 |
| 8 | 0.75 | 75600 | 96.116 |
| 9 | 0.85 | 78822 | 106.22 |
| 10 | 0.95 | 81771 | 117.4 |
| 11 | 1.05 | 84444 | 129.74 |
| 12 | 1.15 | 86839 | 143.39 |
| 13 | 1.25 | 88964 | 158.47 |
| 14 | 1.35 | 90829 | 175.13 |
| 15 | 1.45 | 92448 | 193.55 |
| 16 | 1.55 | 93839 | 213.91 |
| 17 | 1.65 | 95020 | 236.41 |
| 18 | 1.75 | 96013 | 261.27 |
| 19 | 1.85 | 96839 | 288.75 |
| 20 | 1.95 | 97518 | 319.12 |
| 21 | 2.05 | 98070 | 352.68 |
| 22 | 2.15 | 98514 | 389.77 |
| 23 | 2.25 | 98867 | 430.76 |
| 24 | 2.35 | 99145 | 476.07 |
| 25 | 2.45 | 99362 | 526.13 |
| 26 | 2.55 | 99528 | 581.47 |
| 27 | 2.65 | 99655 | 642.62 |
| 28 | 2.75 | 99750 | 710.21 |
| 29 | 2.85 | 99821 | 784.9 |
| 30 | 2.95 | 99873 | 867.45 |
| 31 | 3.05 | 99911 | 958.68 |
| 32 | 3.15 | 99938 | 1059.5 |
| 33 | 3.25 | 99958 | 1170.9 |
| 34 | 3.35 | 99971 | 1294.1 |
| 35 | 3.45 | 99981 | 1430.2 |
| 36 | 3.55 | 99987 | 1580.6 |
| 37 | 3.65 | 99992 | 1746.8 |
| 38 | 3.75 | 99994 | 1930.5 |
| 39 | 3.85 | 99996 | 2133.6 |
| 40 | 3.95 | 99998 | 2358 |
| 41 | 4.05 | 99999 | 2606 |
| 42 | 4.15 | 99999 | 2880 |
| 43 | 4.25 | 99999 | 3182.9 |
| 44 | 4.35 | 100000 | 3517.7 |
| 45 | 4.45 | 100000 | 3887.6 |
| 46 | 4.55 | 100000 | 4296.5 |
| 47 | 4.65 | 100000 | 4748.4 |
| 48 | 4.75 | 100000 | 5247.8 |
| 49 | 4.85 | 100000 | 5799.7 |
| 50 | 4.95 | 100000 | 6409.6 |
| 51 | 5.05 | 100000 | 7083.7 |
| 52 | 5.15 | 100000 | 7828.7 |
| 53 | 5.25 | 100000 | 8652.1 |
| 54 | 5.35 | 100000 | 9562 |
| 55 | 5.45 | 100000 | 10568 |
| 56 | 5.55 | 100000 | 11679 |
| 57 | 5.65 | 100000 | 12907 |
| 58 | 5.75 | 100000 | 14265 |
| 59 | 5.85 | 100000 | 15765 |
| 60 | 5.95 | 100000 | 17423 |
| 61 | 6.05 | 100000 | 19256 |
| 62 | 6.15 | 100000 | 21281 |
| 63 | 6.25 | 100000 | 23519 |
| 64 | 6.35 | 100000 | 25992 |
| 65 | 6.45 | 100000 | 28726 |
| 66 | 6.55 | 100000 | 31747 |
| 67 | 6.65 | 100000 | 35086 |
| 68 | 6.75 | 100000 | 38776 |
| 69 | 6.85 | 100000 | 42854 |
| 70 | 6.95 | 100010 | 47361 |
| 71 | 7.05 | 100010 | 52342 |
| 72 | 7.15 | 100010 | 57847 |
| 73 | 7.25 | 100020 | 63931 |
| 74 | 7.35 | 100030 | 70654 |
| 75 | 7.45 | 100050 | 78085 |
| 76 | 7.55 | 100070 | 86297 |
| 77 | 7.65 | 100110 | 95373 |
| 78 | 7.75 | 100160 | 105400 |
| 79 | 7.85 | 100230 | 116490 |
| 80 | 7.95 | 100340 | 128740 |
| 81 | 8.05 | 100480 | 142280 |
| 82 | 8.15 | 100680 | 157240 |
| 83 | 8.25 | 100960 | 173780 |
| 84 | 8.35 | 101340 | 192060 |
| 85 | 8.45 | 101850 | 212260 |
| 86 | 8.55 | 102530 | 234580 |
| 87 | 8.65 | 103430 | 259250 |
| 88 | 8.75 | 104620 | 286520 |
| 89 | 8.85 | 106160 | 316650 |
| 90 | 8.95 | 108150 | 349950 |
| 91 | 9.05 | 110700 | 386760 |
| 92 | 9.15 | 113930 | 427430 |
| 93 | 9.25 | 117990 | 472390 |
| 94 | 9.35 | 123070 | 522070 |
| 95 | 9.45 | 129360 | 576980 |
| 96 | 9.55 | 137110 | 637660 |
| 97 | 9.65 | 146580 | 704720 |
| 98 | 9.75 | 158070 | 778840 |
| 99 | 9.85 | 171940 | 860750 |
| 100 | 9.95 | 188580 | 951270 |
Push every suspended particle the same way with a small steady force and they drift and pile up, while their random jostling spreads them back out. When the two balance, the strength of the jostling is fixed by the temperature and the drag of the liquid alone, whatever the force was.
Section 3 imagines a force K acting along x on every suspended particle. In equilibrium the force is balanced by osmotic pressure: Kν = ∂p/∂x, with p = (RT/N)ν, so the density falls off exponentially over a length (RT/N)/K. Einstein then reads the same equilibrium as two opposite processes. The force drives each sphere at K/(6πkP), carrying νK/(6πkP) particles through unit area each second, and diffusion carries D ∂ν/∂x back; for the two to cancel everywhere, D = (RT/N)/(6πkP). The force does not appear in the result. The instrument takes a sphere of radius 0.5 μm in water at 20 °C, with viscosity 1.002 mPa·s, and a force of 4.05 fN, chosen so that the decay length kBT/F is 1 μm. The drag gives a drift of 0.429 μm/s and D = 0.429 μm2/s, and the density in a 10 μm box relaxes towards that 1 μm exponential. With the jostling switched off, Nägeli's objection, only the drift is left and the particles pile against the wall; with it doubled, the profile stretches to 2 μm, twice what osmotic balance allows.
Take unit cross-section and a force K on each particle along x. The suspended particles exert an osmotic pressure p = (RT/N)ν, like a gas of ν particles per unit volume. For a thin slab to stay at rest, the force on its particles, Kν per unit volume, must be matched by the change of pressure across it: Kν = dp/dx = (RT/N) dν/dx. So ν changes by the same fraction, K/(RT/N), over every unit of length, which makes the profile an exponential with decay length (RT/N)/K = kBT/K. With kBT = 1.381 × 10−23 × 293.15 = 4.047 × 10−21 J and K = 4.047 × 10−15 N, that length is 10−6 m, 1 μm. Now the moving picture. Stokes's law gives a sphere of radius P, in a liquid of viscosity k, the speed K/(6πkP) under the force K. Here 6πkP = 6 × 3.1416 × 0.001002 × 0.5 × 10−6 = 9.44 × 10−9 kg/s, so the drift speed is 4.047 × 10−15/(9.44 × 10−9) = 4.29 × 10−7 m/s, or 0.429 μm/s, and ν such spheres per unit volume carry νK/(6πkP) across unit area each second. Diffusion carries D dν/dx the other way. In equilibrium the two cancel: νK/(6πkP) = D dν/dx. Put in dν/dx = νK/(kBT) from the pressure balance: νK/(6πkP) = DνK/(kBT). Both ν and K cancel, leaving D = kBT/(6πkP) = 4.047 × 10−21/(9.44 × 10−9) = 4.29 × 10−13 m2/s. The same D follows from any force at all, which is why Einstein can use an imagined one. The flow around the sphere is extremely slow, with a Reynolds number of 2 × 10−7, so Stokes's law applies. In the box the density starts uniform and, after 1 s, the drift still outweighs the returning diffusion, so it is still settling towards the exponential.
Einstein wrote K for the force, ν for the number of particles per unit volume, k for the viscosity and P for the radius. The force is a device of the argument, and it drops out of the result. The same relation, D = (RT/N)/(6πkP), was found independently by Sutherland in 1905 and is often called the Stokes–Einstein relation. Nägeli had argued in 1879 that molecular impacts are far too small to move a visible particle; the branch with the jostling switched off shows what the balance would look like without them, drift alone with nothing to hold the particles off the wall. Stokes's law for the drag on a sphere dates from 1851.
Not modeled: Non-dilute particle-particle steric and electrostatic interactions; Short-time ballistic inertial relaxation (Langevin timescale); Near-wall hydrodynamic lubrication and image force corrections; Three-dimensional convective fluid circulation or thermal buoyancy; Chemical surface adsorption or specific wall potential wells; Polydispersity in particle radius or density.
The physical argument in Section 3
Section 3 is where Route A reaches the diffusion coefficient. Einstein’s derivation operates in two complementary stages:
- Thermodynamic Force Balance: A virtual displacement shows that in equilibrium, a persistent external force K acting on suspended particles must be balanced by an opposing osmotic pressure gradient:Here ν is the number density of suspended particles, R is the ideal gas constant, T is absolute temperature, and N is Avogadro’s number.
- Dynamic Flux Equilibrium: Under the force K, each particle acquires a steady Stokes drift velocity v = K / (6π k P) (where k is fluid viscosity and P is particle radius). Meanwhile, random thermal diffusion produces a counter-flux -D ∂ν/∂x. Equating the two fluxes gives:
Substituting the spatial concentration gradient from the first stage into the second stage yields Einstein’s celebrated relation for the diffusion coefficient:
Why the applied force drops out
The external force K is merely a theoretical probe: a stronger force creates a steeper concentration gradient in exact proportion to the faster drift speed it induces. When the two descriptions are equated, the force cancels out completely.
The Nägeli kicks-off branch (1879)
In 1879, the botanist Carl Nägeli argued that no single molecular impact could impart measurable momentum to a microscopic particle, concluding that thermal molecular agitation cannot explain Brownian movement.
The kicks-off branch (m = 0) demonstrates what happens in a world without thermal fluctuations: any weak force causes particles to drift irreversibly into the wall and pile up, while an existing concentration gradient can never relax.
Nägeli’s premise regarding individual molecular impacts was physically correct; his conclusion failed because he overlooked the statistical imbalance of billions of random molecular collisions occurring every microsecond.
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