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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Density is not probability
What does the height of a probability curve mean?
Mark where 100 particles end up on a ruler divided into 2 μm bins. If 30 land in one bin, that bin holds a probability of about 0.3, and the density there is 0.3 divided by 2 μm, or 0.15 per micrometre. Measured in metres the same density is 150,000 per metre, while the bin still holds 0.3: the height depends on the unit of length, and the probability does not.
The probability of the interval from a to b is the integral of the density over that interval.
Under a smooth curve, any single exact position has probability zero, since an interval of zero width has no area. At the starting instant of the Brownian problem every particle sits at one point. No curve can draw that: the whole probability, 1, sits on the single point, and a curve appears only once the particles have begun to spread.
Worked example: A flat density across four micrometres
- Spread the probability evenly over 4 μm. The density is 1 divided by 4 μm, or 0.25 per micrometre.
- The area over the whole 4 μm is 0.25 per μm × 4 μm = 1.
- A 1 μm piece has probability 0.25 × 1 = 0.25, and a 2 μm piece has 0.5.
- Squeeze the same probability into 2 μm and the height doubles to 0.5 per micrometre, while the total stays 1. The height was never a probability.
Where this lesson stops
The height of the curve is a density, a probability per unit length. Only the area over an interval is a probability.
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Events and distant clocks
What does it mean to say that two distant events happen at the same time?
An event is something that happens at one place at one instant: a spark, a collision, a flash leaving a lamp. To give it a time, you read a clock at that place. Reading a distant clock by looking at it would mix in the time the light takes to reach you.
A reference frame is a set of rigid measuring rods and clocks at rest, with a clock at every place, so that each event gets three coordinates of position and one of time from the rods and the clock beside it. Before that works, the clocks must agree, and for clocks far apart agreeing needs a rule.
§1 of the relativity paper gives the rule. Send a flash of light from clock A to clock B and back. Note A's reading when it leaves, B's reading when it arrives, and A's reading when it returns. The clocks are called synchronous if the trip out takes as long, by the clocks, as the trip back:
t B minus t A equals t A prime minus t B: the trip out takes as long as the trip back.
The paper calls this a definition. It cannot be checked by measurement, because checking it would need clocks that are already synchronous. §1 adds two assumptions: that the rule is consistent, so that if B agrees with A then A agrees with B, and two clocks that agree with a third agree with each other; and that light's speed measured out and back is a universal constant, which the paper writes V.
Worked example: Setting a distant clock with one light signal
- Clock A reads 0 s as a flash leaves it for clock B.
- The flash is reflected at B and arrives back at A when A reads 10 s.
- By the rule the two trips take equal times, so the reflection happened at 5 s on A's time.
- If B's clock read 5 s at the reflection, it is synchronous with A. If it read 7 s, it is 2 s fast, and setting it back 2 s makes the two agree.
The time at B equals one half of the sum of A's reading when the flash left and A's reading when it came back.
The rule needs no distance. If B is known to be 1.5 × 10⁹ metres away, the same round trip also gives light's speed: 2 × 1.5 × 10⁹ m divided by 10 s is 3 × 10⁸ metres per second.
Where this lesson stops
An event is something that happens at one place and one time. Whether two distant events are simultaneous depends on a rule for setting clocks, which §1 of the relativity paper supplies.
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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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Adding continuously
How do you add up something that varies continuously?
Chance spread along a line is measured per unit length: a density. Where the density is the same all along a stretch, the chance of the stretch is the density times its length. A particle equally likely to be anywhere in a 4 µm stretch has density 0.25 per micrometre, and the chance of finding it in the first 1.5 µm is 0.25 × 1.5 = 0.375.
Where the density changes from place to place, cut the line into narrow strips. Each strip contributes its height times its width, as if the density were flat across it. Add the strips, then cut them narrower and add again. For a smooth curve the totals settle on one value, and that value is the integral:
The integral of p of x from a to b is the value that the sum of p of x i times delta x settles on as delta x shrinks.
The units multiply. A probability density is a probability per metre, so a strip of it, times a width in metres, is a plain probability. For a density the whole area must be 1, because the particle has to be somewhere. The Brownian paper's §4 writes exactly that for the chances of a jump Δ, ∫φ(Δ) dΔ = 1, and the light-quanta paper's §3 adds entropy over every frequency, S = v∫φ dν.
One more tool recurs in the papers: integration by parts. It is the product rule for derivatives added up over an interval, and it moves a derivative from one factor to the other at the price of an endpoint term:
The integral of u times the derivative of v equals u v at b minus u v at a, minus the integral of v times the derivative of u.
The endpoint term, uv at b minus uv at a, is part of the answer. It disappears only when uv is zero at both ends, as it is for a density that falls to zero far out on both sides.
Worked example: A rising density, added up in narrower strips
- A particle's density rises steadily across a 4 µm stretch, from 0 at the left end to 0.5 per micrometre at the right. The whole area is a triangle, ½ × 4 × 0.5 = 1.
- Four strips 1 µm wide, each taking the height at its left edge: 0 + 0.125 + 0.25 + 0.375 = 0.75.
- Eight strips 0.5 µm wide: the heights add to 1.75, and times 0.5 that is 0.875.
- Sixteen strips 0.25 µm wide: 0.9375. The shortfall halves each time the strips do: 0.25, then 0.125, then 0.0625.
- The totals settle on 1, the area of the triangle. That settled value is the integral.
A flat density gives the same total for every cut, which is why the uniform stretch above needed no strips. A curved one, such as the Brownian bell curve, does, and the integral is the value the totals settle on.
Where this lesson stops
An integral is a total of height times width over a range, in the units of both. The widths and any endpoint term are part of the calculation, not decoration on the integral sign.
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