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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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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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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The push of light
How hard does a beam of light push on what it hits?
Sunlight on your hand warms it but does not seem to push it. It does push. Light carries momentum as well as energy, and hands it to whatever absorbs it. The push is tiny: full sunlight, about 1,000 watts on each square metre, presses on a square metre of black cloth with about 3.3 millionths of a newton.
Maxwell's electrodynamics gives light this momentum. For light travelling in one direction, the momentum it carries is its energy divided by the speed of light, c:
Momentum equals energy divided by c.
A force is momentum delivered per second. A beam that delivers power P, energy per second, to a surface that absorbs it therefore pushes with force P/c. A mirror that sends the light straight back reverses its momentum and so receives twice as much each second, 2P/c. The flow of energy in a beam, in watts per square metre, is the Poynting vector, after John Henry Poynting (1884).
The push is tiny, and it was measured before 1905: by Pyotr Lebedev in 1901, and by Ernest Nichols and Gordon Hull between 1901 and 1903. Both reported forces that agreed with Maxwell's value within their experimental error.
Einstein's mass-energy paper of September 1905 does not use this momentum. It compares the energy of two emitted light pulses as reckoned from two frames, using the energy transformation of §8 of the relativity paper. Light's momentum enters his argument in 1906, in his paper on the motion of the centre of gravity, where light crossing a closed box carries momentum from one end to the other.
Worked example: The push of a one-watt beam, absorbed and reflected
- A surface absorbs a beam of 1 W: one joule of light energy arrives each second.
- Each second it receives momentum of 1 J divided by c, which is 1 ÷ 299 792 458, about 3.34 × 10⁻⁹ kilogram metres per second.
- Momentum received per second is a force, so the push is about 3.34 × 10⁻⁹ newtons.
- A mirror that reflects the same beam straight back receives twice the momentum each second: about 6.67 × 10⁻⁹ newtons.
The force on an absorbing surface is the power divided by c; on a mirror that reflects the light straight back, it is twice the power divided by c.
For scale, 3.34 × 10⁻⁹ newtons is about the weight of a third of a microgram. That is why the push was first measured in 1901, nearly thirty years after Maxwell predicted it in his Treatise of 1873.
Where this lesson stops
Light's momentum is the push a beam gives when absorbed or reflected. It follows from Maxwell's electrodynamics, with no quantum hypothesis.
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