Foundations included in this file
Reading a graph
How does a curve show the relationship between two physical quantities?
Walk for a minute and note how far you have gone every ten seconds: 0 m at the start, 14 m after ten seconds, 28 m after twenty, and so on. The first drawing below puts time along the bottom and distance up the side, with a dot for each pair. That is a graph: each dot is one moment, read across for the time and up for the distance.
The dots of a steady walk fall on a straight line, and the steeper the line, the faster the walk. This one climbs 14 metres for every 10 seconds: 1.4 metres per second. A flat line would mean standing still, and a line that bends upward would mean speeding up.
The papers draw other pairs the same way. Along the bottom goes what you choose or wait for, such as a position or a time; up the side goes what you then find, such as how many particles sit there. A bell-shaped curve, high in the middle and falling away on both sides, says that most particles are near the centre and fewer are farther out.
Worked example: Four particles that average to zero
- Four particles end at −3, −1, +1 and +3 micrometres from where they started.
- The second drawing puts those positions along the bottom, with a bar one particle tall above each.
- The bars stand two on each side of zero, at the same distances out. The picture is symmetric, so the average position is 0.
- Yet no bar stands at zero: every particle moved. The graph shows at a glance what the average hides.
Where this lesson stops
Before reading a curve, read its two labels and their units, and ask whether its height is a count, a density or a running total.
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A sign records direction
How can movement add up to zero?
On the ruler below, the starting point is zero. A final mark three units to the right has displacement +3; one three units to the left has displacement −3. Adding the signed displacements gives zero. Adding the distances from the start gives six.
Displacement compares where something ends with where it started, whatever it did in between. A walker who goes three units right and comes back has displacement zero after walking six, which is the lower pair of arrows in the drawing.
Worked example: Two walkers, opposite directions, average zero
Two walkers both finish one unit from their start, one at −1 and the other at +1. The signed average is zero. The average distance is one.
Where this lesson stops
The sign names a direction relative to a chosen axis; it does not mean a negative distance.
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Adding and averaging
What does an average keep, and what does it lose?
Four jars hold 3, 1, 1 and 3 marbles. Pour them together and there are 8. Share the 8 equally between the four jars and each holds 2. Two is the average, although no jar held 2 to begin with.
The average keeps the total and the count and nothing else, so 3, 1, 1, 3 and 2, 2, 2, 2 have the same average. Listing every value twice doubles both the total and the count, and the average stays at 2.
Worked example: Three mornings with the same average
- One morning the four jars hold 3, 1, 1 and 3 marbles. Add them: 8. Divide by the four jars: an average of 2.
- Another morning they hold 8, 0, 0 and 0. Add them: 8 again. Divide by four: 2 again, and now three jars are empty.
- A third morning every jar holds 2, which is the average itself. Add them: 8. Divide by four: 2.
- Write any of those three lists out twice over. The total doubles to 16 and the count doubles to 8 jars, and 16 divided by 8 is still 2.
- Four descriptions and one average. It keeps the total and the count, and the differences between the mornings are what it leaves behind.
Where this lesson stops
An average is the total shared equally among the observations, and two very different lists can have the same one.
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Rates of change and derivatives
How can a body have a speed at a single instant?
A speed needs two readings of position and the time between them: divide the distance covered by the time taken, and you have the average speed over that interval. An instant has no duration, so that recipe cannot be used at an instant as it stands.
So shorten the interval and watch what happens. A ball rolls so that after t seconds it has gone 3t² metres: 3 m after one second, 12 m after two. Start at the one-second mark and average over shorter and shorter stretches:
- Over the next second it goes from 3 m to 12 m: 9 m in 1 s, an average of 9 m/s.
- Over the next tenth of a second it reaches 3.63 m: 0.63 m in 0.1 s, an average of 6.3 m/s.
- Over the next hundredth it reaches 3.0603 m: 0.0603 m in 0.01 s, an average of 6.03 m/s.
- Over the next thousandth it reaches 3.006003 m: 0.006003 m in 0.001 s, an average of 6.003 m/s.
The averages close in on 6 m/s. That number is the derivative: the ball's speed at the instant t = 1 s. The interval is never set to zero, which would mean dividing zero distance by zero time. It only shrinks, and the averages settle.
In symbols, with Δt for the short interval, the same recipe reads:
d x by d t is the value that the change in position divided by the change in time settles on as delta t shrinks towards zero.
A derivative carries units: those of the quantity that changes, divided by those of the quantity you vary. Position in metres, varied over time in seconds, gives metres per second. On a graph of position against time, the derivative at a point is the steepness of the curve there.
Einstein's Brownian paper needs rates like this for a concentration of particles, which changes along a tube and in time at once. With two things changing, a rate has to say which one it follows, so the paper writes a curly ∂ and holds the other fixed:
The partial derivative of f with respect to t equals D times the second partial derivative of f with respect to x.
The lesson on partial derivatives, listed at the end of this page, reads that equation one piece at a time.
Worked example: Why the averages settle on 6 m/s
The list of averages can be explained, not only watched. Start at any time t and let the interval be Δt. In that interval the ball moves 3(t + Δt)² − 3t² metres. Since (t + Δt)² is t² + 2tΔt + (Δt)², that distance is:
Three times t plus delta t, squared, minus three t squared, equals six t delta t plus three delta t squared.
Divide that distance by the time Δt to get the average speed over the interval:
Six t delta t plus three delta t squared, divided by delta t, equals six t plus three delta t.
The 3Δt term shrinks with the interval and leaves 6t metres per second. At t = 1 s that is 6 m/s. The extra 3, 0.3, 0.03 and 0.003 in the list above are that 3Δt term, for Δt of 1, 0.1, 0.01 and 0.001 seconds.
Where this lesson stops
A derivative is the value an average rate settles on as the interval shrinks, in units of one quantity per unit of the other. The interval shrinks but is never set to zero, so nothing is ever divided by zero.
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Functions and graphs
How does a graph record the way one quantity depends on another?
A bath fills from a tap. After one minute it holds 10 litres, after two 20, after three 30. For each time there is exactly one amount of water, and that pairing, one output for each input, is a function. Plot the pairs with time along the bottom and litres up the side and they fall on a straight line that climbs 10 litres for every minute. The slope, in litres per minute, is how fast the bath fills.
In the papers the pairs are physical: the mean square displacement of a Brownian particle for each elapsed time, or the concentration for each position along a tube. A function says how one thing responds when another changes.
A graph puts the input along the horizontal axis and the output up the vertical one, so each point is one pair. Both axes carry units, and so does everything read off the graph: the slope of mean square displacement against time is in square micrometres per second, and the area under a probability density is a plain probability.
A formula such as ⟨x²⟩ = 2Dt describes an average over many particles. One particle's squared displacement scatters widely around the line; the average over many lies close to it. The Brownian paper predicts the average, and ends by hoping that a researcher will soon decide the question by observation.
Worked example: Mean square displacement plotted against time
The mean square displacement equals two times the diffusion coefficient times the time.
- Take D = 0.5 square micrometres per second, so 2D = 1 square micrometre per second.
- At t = 1 s the mean square displacement is 1 µm²; at t = 4 s it is 4 µm²; at t = 9 s, 9 µm².
- Plotted against time, these points lie on a straight line through the origin whose slope is 2D, 1 µm² per second.
- Their square roots, the root-mean-square displacements, are 1, 2 and 3 µm: four times the time gives twice the distance.
Where this lesson stops
A graph is a record of paired quantities, each with its units. A slope read off it has units too, and a slope stated without them explains nothing.
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Logarithms: turning products into sums
Why does entropy need a logarithm?
Adding is easier than multiplying, and a logarithm turns one into the other. The natural logarithm of 2 is about 0.693, and of 4 about 1.386. Add them and you get 2.079, which is the natural logarithm of 8, the product of 2 and 4.
The natural logarithm ln x answers one question: to what power must e, about 2.718, be raised to give x? Raised to 0.693, e gives 2, and raised to 1.386 it gives 4. Multiplying two powers of e adds the powers, so raised to 2.079 it gives 8. Written for any numbers, the logarithm of a product is the sum of the logarithms, and a power becomes a multiple:
The log of A times B is log A plus log B, and the log of f to the power n is n times log f.
Entropy needs exactly this. In §5 of the light-quanta paper, Einstein takes two independent systems. Their entropies add, S = S₁ + S₂, while the probabilities of their states multiply, W = W₁W₂. If entropy is some function φ of probability, then φ(W₁W₂) = φ(W₁) + φ(W₂), and he concludes that φ is a logarithm:
S minus S nought equals R over N times the natural log of W.
R is the gas constant and N the number of molecules in a mole, so R/N is what is now called Boltzmann's constant. The step from φ(W₁W₂) = φ(W₁) + φ(W₂) to the logarithm needs φ to be a smooth function, which Einstein takes for granted.
Einstein prints lg for the natural logarithm, as German physics did in 1905. Today lg usually means the base-10 logarithm and ln the natural one. So a printed lg 2 means ln 2, about 0.693, not log₁₀ 2, about 0.301.
Worked example: Ten molecules found in half the volume
In §5 Einstein asks how probable it is that n molecules, each moving independently through a volume v₀, are all found at one moment in a part v of it. Each molecule is in that part with probability v/v₀, and independent probabilities multiply:
W equals v over v nought, to the power n.
- Take n = 10 molecules and v = v₀/2. Then W = (1/2)¹⁰ = 1/1024, about 0.000977.
- The logarithm turns the tenth power into ten times: ln W = 10 × ln(1/2) = 10 × (−0.693) = −6.93.
- So the entropy of the state with every molecule in one half is lower by 6.93 × R/N: 6.93 times Boltzmann's constant.
For a mole of gas, n = N, and the same formula gives S − S₀ = R ln(v/v₀). That is the entropy change thermodynamics gives for an ideal gas compressed from v₀ to v at constant temperature.
Where this lesson stops
A logarithm turns products into sums, which is why it connects probabilities that multiply to entropies that add. In the 1905 papers, lg means the natural logarithm.
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Partial derivatives and held-fixed quantities
When a quantity depends on two things, what does its rate of change mean?
The concentration of particles in a tube depends on where you look, x, and when you look, t. Ask how fast the concentration changes and there are two different answers: how it changes as you move along the tube at one instant, and how it changes at one place as time passes.
A partial derivative picks one of them. ∂f/∂x is the rate of change along the tube with the time t held fixed, like comparing points in one photograph. ∂f/∂t is the rate of change in time at a fixed position x, like watching one spot under the microscope. The curly ∂ says that something else is being held fixed, and a subscript names it:
The partial derivative of f with respect to x at fixed t, and the partial derivative of f with respect to t at fixed x.
Thermodynamics depends on the same care. How much a gas's volume changes as the pressure changes depends on whether its temperature T is held fixed, with heat flowing in and out, or its entropy S is held fixed, with the gas insulated. The two derivatives have different values, and ∂V/∂p written alone does not say which is meant:
The partial derivative of V with respect to p at fixed temperature T, versus the same derivative at fixed entropy S.
In §3 of the light-quanta paper, radiation fills a fixed volume and φ is its entropy per unit volume and per unit interval of frequency, a function of the energy density ρ and of ν. Varying ρ with the frequency ν held fixed, Einstein finds that the derivative is 1/T:
The partial derivative of phi with respect to rho, at fixed frequency nu, equals one over T.
In §6 of the relativity paper, Maxwell's equations are rewritten in the coordinates ξ, η, ζ, τ of a moving system. A derivative with respect to x taken with y, z and t held fixed then becomes a combination of a derivative with respect to ξ and one with respect to τ, because holding the resting time t fixed does not hold the moving time τ fixed.
Worked example: The same diffusion profile, differentiated two ways
Take the spreading profile of the Brownian paper's §4, written for a single particle:
f of x and t equals one over the square root of four pi D t, times e to the minus x squared over four D t.
Hold t fixed and differentiate with respect to x. Only the exponent depends on x, and the derivative of −x²/4Dt with respect to x is −x/2Dt:
The partial derivative of f with respect to x at fixed t equals minus x over two D t, times f.
That is the slope of the profile in one snapshot: downhill to the right of the centre, uphill to the left. Now hold x fixed and differentiate with respect to t. Both the factor in front and the exponent depend on t:
The partial derivative of f with respect to t at fixed x equals minus one over two t, plus x squared over four D t squared, all times f.
That is what a probe fixed at one place records. Near the centre, where x² is less than 2Dt, the bracket is negative: the concentration falls as the cloud spreads away. Farther out it is positive: the concentration rises as the cloud arrives. Differentiate the first result once more with respect to x and multiply by D, and you get the second. That is the §4 equation ∂f/∂t = D ∂²f/∂x², a rate at one place equal to a curvature at one time.
Where this lesson stops
A partial derivative is not defined until you have said which quantities are held fixed.
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