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?

Three relations the model could have

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?

Three relations the model could have

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.

Set up the experiment

In §3 Einstein calculates how fast particles diffuse by setting a directional drag force against their random spreading. Compare the fluxes, change the force, or turn the kicks off to test Nägeli’s hypothesis.

Experiment settings force, kick strength, temperature, viscosity, radius, box, grid, time step, initial profile
Concentration across the channel. The current density (solid) against the osmotic equilibrium (dashed).
0 μm5 μm10 μmPeak0
Current density profile n(x)Osmotic equilibrium nosm(x)
Average face fluxes. Drift, Jdrift = nμF, against diffusion, Jdiff = −D ∂n/∂x. In a steady state they cancel, and the net flux is close to zero.
Drift flux, Jdrift0.041934 m⁻²s⁻¹
Diffusive flux, Jdiff−0.0060048 m⁻²s⁻¹

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:

Dbalance = μ |F| · λkin = μ |F| · kB T|F| = μ kB T = Dmobility

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)
Accepted numerical density and thermodynamic reference, including every spatial cell
CellPosition x (μm)Numerical density (m⁻¹)Osmotic density (m⁻¹)
10.054718347.73
20.155164852.75
30.255604258.297
40.356032464.428
50.456445371.204
60.556839578.693
70.657211986.969
80.757560096.116
90.8578822106.22
100.9581771117.4
111.0584444129.74
121.1586839143.39
131.2588964158.47
141.3590829175.13
151.4592448193.55
161.5593839213.91
171.6595020236.41
181.7596013261.27
191.8596839288.75
201.9597518319.12
212.0598070352.68
222.1598514389.77
232.2598867430.76
242.3599145476.07
252.4599362526.13
262.5599528581.47
272.6599655642.62
282.7599750710.21
292.8599821784.9
302.9599873867.45
313.0599911958.68
323.15999381059.5
333.25999581170.9
343.35999711294.1
353.45999811430.2
363.55999871580.6
373.65999921746.8
383.75999941930.5
393.85999962133.6
403.95999982358
414.05999992606
424.15999992880
434.25999993182.9
444.351000003517.7
454.451000003887.6
464.551000004296.5
474.651000004748.4
484.751000005247.8
494.851000005799.7
504.951000006409.6
515.051000007083.7
525.151000007828.7
535.251000008652.1
545.351000009562
555.4510000010568
565.5510000011679
575.6510000012907
585.7510000014265
595.8510000015765
605.9510000017423
616.0510000019256
626.1510000021281
636.2510000023519
646.3510000025992
656.4510000028726
666.5510000031747
676.6510000035086
686.7510000038776
696.8510000042854
706.9510001047361
717.0510001052342
727.1510001057847
737.2510002063931
747.3510003070654
757.4510005078085
767.5510007086297
777.6510011095373
787.75100160105400
797.85100230116490
807.95100340128740
818.05100480142280
828.15100680157240
838.25100960173780
848.35101340192060
858.45101850212260
868.55102530234580
878.65103430259250
888.75104620286520
898.85106160316650
908.95108150349950
919.05110700386760
929.15113930427430
939.25117990472390
949.35123070522070
959.45129360576980
969.55137110637660
979.65146580704720
989.75158070778840
999.85171940860750
1009.95188580951270

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.

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:

  1. 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:K ν=RTN∂ν∂xK\,\nu = \frac{RT}{N}\frac{\partial\nu}{\partial x}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.
  2. 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:
    Jnet=ν K6πkP−D∂ν∂x=0J_{\text{net}} = \nu\,\frac{K}{6\pi k P} - D\frac{\partial\nu}{\partial x} = 0

Substituting the spatial concentration gradient from the first stage into the second stage yields Einstein’s celebrated relation for the diffusion coefficient:

D=RTN16πkP=μkBTD = \frac{RT}{N}\frac{1}{6\pi k P} = \mu k_B T

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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