Brownian
Brownian
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E-mail: [email protected] This essay is based on my earlier contributions to the subject, in particular, the editorial note on Brownian motion in [10, 206 222], and [44]. See Wilhelm R ntgen to Einstein, 18 September 1906 [11, Doc. 40]; Richard Lorenz to Einstein, 15 November 1907 [11, o Doc. 65]; and Einstein to Marian von Smoluchowski, 11 June 1908 [11, Doc. 105]. For evidence of early correspondence between Svedberg and Einstein, see The Svedberg to Einstein, 8 December 1919 [12, Doc. 202].
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of evidence in the early twentieth century to which Einsteins interpretation of Brownian motion was a key contribution. This must also have been Einsteins own view. He made a point of sending at least one of his papers on Brownian motion to Ernst Mach, one of the skeptics with regard to atomism, emphasizing the direct relationship between Brownian motion and thermal motion.3 In a popular account from 1915, he wrote: Under the microscope one, to some extent, immediately sees a part of thermal energy in the form of mechanical energy of moving particles.4 In his Autobiographical Notes, written towards the end of his life, Einstein summarized his view of the inuence his work had on Brownian motion [27, p. 49]: The agreement of these considerations [on Brownian motion] with experience together with Plancks determination of the true molecular size from the law of radiation (for high temperatures) convinced the sceptics, who were quite numerous at that time (Ostwald, Mach) of the reality of atoms. Einsteins work as a historical puzzle When turning to the origins of Einsteins eminently successful work on Brownian motion, one is confronted with a puzzle. He did not mention Brownian motion in the title of his paper, which he evidently wrote without knowing that observations concerning Brownian motion were already long familiar.5 In other words, Einstein must have somehow invented Brownian motion all by himself. Although he had evidently heard about it, he had no concise empirical information and essentially derived the properties of Brownian motion solely from theoretical considerations. That Einstein was only vaguely familiar with observations of Brownian motion is also suggested in a letter he wrote in May 1905 to his friend and discussion partner Conrad Habicht, a famous letter in which Einstein listed four of the ve pathbreaking papers on which he was working during his miracle year.6 The paper on Brownian motion was, after the paper on the light quantum and the dissertation on the determination of molecular dimensions, the third on Einsteins list, before the relativity paper, which he had only outlined at that time: The third proves that, on the assumption of the molecular theory of heat, bodies on the order of magnitude 1/1000 mm, suspended in liquids, must already perform an observable random motion that is produced by thermal motion; in fact, physiologist have observed <unexplained> motions of suspended small, inanimate, bodies, which motions they designate as Brownian molecular motion.7 The puzzle of the origin of Einsteins Brownian motion paper raises a number of questions that the following shall attempt to answer: How could Einstein predict the non-classical properties of a phenomenon about which he had apparently no precise information? How was his study of Brownian motion related to his other concerns in 1905, which ranged from the constitution of radiation to the electrodynamics of moving bodies? And why was an explanation of Brownian motion as being due to the motion of atoms and molecules only achieved at the beginning of the twentieth century although both the atomistic hypothesis and the phenomenon itself were long familiar at that time? We shall begin our discussion by addressing the last question.
3 4 5 6 7
Einstein to Ernst Mach, 9 August 1909 [11, Doc. 174] and 17 August 1909 [11, Doc. 175]. [26, p. 261]. [27, p. 44; translation, p. 45].) See also Einstein to Michele Besso, 6 January 1948 [1, Call Nr. 7-382.00], and Einstein to Carl Seelig, 15 September 1952 [1, Call Nr. 39-040]. Einstein to Conrad Habicht, 18 or 19 May 1905 [11, Doc. 27]. Die dritte beweist, da unter Voraussetzung der molekularen Theorie der W rme in Fl ssigkeiten suspendirte K rper von a u o der Gr enordnung 1/1000 mm bereits eine wahrnehmbare ungeordnete Bewegung ausf hren m ssen, welche durch die o u u W rmebewegung erzeugt ist; es sind <unerkl rte> Bewegungen lebloser kleiner suspendirter K rper in der That beobachtet a a o worden von den Physiologen, welche Bewegungen von ihnen Brownsche Molekularbewegung genannt wird. Unless indicated otherwise, translations are taken from the English companion volumes to the Collected Papers of Albert Einstein.
25
See [4]. For contemporary reviews of research on Brownian motion, see [50] and [13]. For historical accounts, see [5, 36]. For historical discussion, see [5, 3]. See the historical discussion in [44]. See [3, pp. 111112].
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particles and the molecules of the liquid, among them Delsaulx, Carbonelle, and Gouy.13 Gouy supported this explanation by performing further experiments excluding alternative accounts. While the qualitative explanation of Brownian motion with the help of the kinetic theory thus became ever more plausible, serious problems occurred as soon as such an explanation made use of quantitative arguments. It was this kind of quantitative argument that was used by the cytologist Karl von N geli in 1879 against a the kinetic explanation of Brownian motion.14 The argument was based on the equipartition theorem at the center of the kinetic theory. According to this theorem, in thermal equilibrium the energy of a physical system is equally distributed over its internal degrees of freedom, the energy portion of each single degree of freedom being proportional to the absolute temperature. It was therefore possible to calculate the average velocity of the molecules of the liquid, and then use the laws of elastic collision to obtain the velocity of a suspended particle. N geli concluded from this argument that the velocity of such a particle, because of a its comparatively large mass, would be vanishingly small. This internal contradiction of an explanation of Brownian motion as the motion of a very large molecule in thermal equilibrium with all the smaller molecules of the liquid was conrmed in 1900 by the work of Felix Exner, actually a supporter of the kinetic explanation.15 He performed extensive measurements of the velocity of Brownian motion and observed that it decreases when larger particles are suspended and increases with rising temperature, as must be the case according to the kinetic theory. When he calculated, however, the kinetic energy of the molecules on the basis of his velocity measurements, he found values that were dramatically smaller than those implied by the kinetic theory of heat. Consequently, by the turn of the century, Brownian motion had emerged as a veritable challenge to classical physics, even if this challenge was not broadly acknowledged due to the apparent marginality of the phenomenon, at least from the perspective of the majority of the physics community. With practically all other accounts excluded, the kinetic theory had emerged as the most viable option for explaining the phenomenon, yet failed to provide an adequate quantitative understanding.
See the discussion in [13]. See [34]. See [30]. For a more extensive discussion, see [44].
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almost obligatory for any scientist in the age of the Scientic Revolution. But in the nineteenth century, the age of specialization, these attempts were no longer part of the ordinary pursuit of science and were rather left to a few philosopher-scientists such as Ernst Mach and Henri Poincar , whose works the young e Einstein ardently devoured. He read, for instance, Poincar s Science et hypoth` se, which contains a brief e e discussion of Gouys work on Brownian motion, and emphasizes Gouys argument that Brownian motion violates the second law of thermodynamics, i.e,. the principle of the irreversibility of thermodynamic processes.17 Einstein was therefore not only familiar with the potential of atomism as a conceptual bond between phenomena studied in isolation from each other because of the specialist outlook of contemporary science. He was also aware of the precarious status of concepts such as atoms and the ether, which were often uncritically presupposed in contemporary scientic arguments, without carefully examining their meaning and their relation to empirical evidence that was not just limited to the special problem on which a particular investigation happened to focus. During Einsteins student years, the kinetic theory of heat was the subject of a heated controversy between Ernst Mach, Wilhelm Ostwald, Georg Helm, and Ludwig Boltzmann.18 Mach rejected the existence of entities not directly accessible to sense-experience, and was skeptical, in particular, about the existence of atoms. Although Einstein criticized Boltzmann for a lack of emphasis on the comparison of his theory with observation,19 he enthusiastically embraced the atomistic principles of Boltzmanns theory.20 He must have therefore found it challenging when he read in Boltzmanns Gastheorie21, that Boltzmann, presumably reacting to the above-mentioned controversy, suggested that he was isolated in his support of the kinetic theory.22 Indeed Einsteins interests soon turned from the details of atomistic explanations to the quest for facts, which would guarantee as much as possible the existence of atoms of denite nite size, as he later remembered.23 The theory of solutions There can be little doubt, however, that Einsteins perspective on the problem of Brownian motion was as much shaped by the specic problems he dealt with in his prior research as by the general, philosophical outlook outlined above. Even in his rst two papers, published in 1901 and 1902 and later disqualied as worthless beginners papers,24 he familiarized himself with some of the ideas that gured in his later work on Brownian motion, in particular the nature of diffusion processes and the application of thermodynamics to the theory of solutions.25 In [17], for instance, he suggested replacing semipermeable walls in thermodynamic arguments with external conservative forces, a method he stated to be particularly useful for treating arbitrary mixtures. In his subsequent papers on statistical physics, Einstein generalized the idea of external conservative forces,26 and, as we shall see in more detail below, noted the signicant role of uctuations in statistical physics.
17 18
19
20 21 22 23 24 25 26
See [43, p. 209]. For Einsteins reading of Mach, see Einstein to Mileva Mari , 10 September 1899 [9, Doc. 54]; for his reading of [37, 1893], c see Einstein to Wilhelm Ostwald, 19 March 1901 [9, Doc. 92]; for his reading of [2, 3], see Einstein to Mari , 10 September c 1899, 13 September 1900, and 19 September 1900 [9, Docs. 54, 75, and 76]. On 30 April 1901, Einstein wrote to Mileva Mari : At present I am again studying Boltzmanns theory of gases. Everything is c very nice, but there is too little stress on the comparison with reality (Ich studiere gegenw rtig wieder Boltzmanns Gastheorie. a Alles ist sehr sch n, aber zu wenig Wert gelegt auf den Vergleich mit der Wirklichkeit.) [9, Doc. 102]. o Einstein to Mileva Mari , 13 September 1900 [9, Doc. 75]. c See the preceding note. See the preface to [3]; for accounts of the dispute, see [6, pp. 9698;], [14, pp. 416ff.]. See [27, p. 44; translation, p. 45]. See [16,17]. For their qualication, see Einstein to Johannes Stark, 7 December 1907 [11, Doc. 66]. See also the editorial note Einstein on the Nature of Molecular Forces in [10, pp. 38]. For a discussion of Einsteins earlier interest in diffusion, see the editorial note Einsteins Dissertation on the Determination of Molecular Dimensions in [10, 177179]. See, in particular, [18, 10].
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Einsteins contemporary correspondence suggests that the theory of solutions, including the issues of semipermeable membranes and osmotic pressure, must have played an even larger role in his thinking than is directly apparent from his published papers. In 1903, he discussed the concepts of semipermeable membrane and osmotic pressure in his correspondence with Michele Besso, and expressed interest in Sutherlands hypothesis on the mechanism of semipermeable membranes.27 The theory of solutions provided, as elaborated by Jacobus H. vant Hoff and later by Walther Nernst, a concise analogue to the kinetic theory of gases, and therefore offered an important eld of exploration to someone like Einstein, who was interested in extending the range of the applicability of atomistic ideas.28 The theory of solutions must also have been central to the thesis Einstein submitted for his doctoral degree, a thesis he eventually withdrew.29 He used this again in 1905 as the central subject of the dissertation with which he nally succeeded in obtaining his degree. Einsteins doctoral thesis provided much of the framework essential to his analysis of Brownian motion.30 It was also motivated by a goal similar to the one in his paper on Brownian motion, i.e., to offer evidence for the existence of atoms and molecules and to determine their size. The dissertation proposed a new method for measuring atomic dimensions, explaining how Avogadros number could be found by considering large sugar molecules in solution. The basic procedure was to set up two equations for two unknowns, from which Avogadros number and the size of the solute molecules could then be calculated. Physically, one of the equations was derived from the change in viscosity due to the addition of sugar molecules to the solution, while the other used a relation between the diffusion coefcient of the sugar molecules and the viscosity of the solution. The rst of these equations was derived from rather involved hydrodynamical calculations. The other equation, relating diffusion and viscosity, turned out to be crucial for the analysis of Brownian motion as well. It may therefore be worthwhile to examine its conceptual roots more closely. Its derivation is based ultimately on establishing a bridge between a bulk phenomenon, diffusion, and the motion of an individual particle as affected by viscosity acting as a friction force due to the environment of the particle. How did Einstein manage to build this bridge and how did the very idea to look for such a relation emerge? The relation between diffusion and viscosity These questions lead back to Einsteins rst two papers, which deal with the theory of solutions and to his continued concern with their thermodynamic properties. In his second paper, dedicated to the properties of electrolytic solutions, he questioned the legitimacy of applying the laws of thermodynamics and concepts such as osmotic pressure to such solutions, even if no semipermeable membranes are available to provide experimental meaning to such pressure. He addressed this question by claiming that such devices can be substituted by conservative forces acting on the substances under consideration. In the derivation of the relation between diffusion and viscosity in his later paper on Brownian motion, he made use of such forces, which now played the role of an intermediate between the motion of individual particles and the bulk process of diffusion. In this paper, Einstein considered particles suspended in a liquid and analyzed the dynamic equilibrium of these particles under the assumption that the individual particles are subject to the inuence of a force depending only on position. This force is hence an example of the kind of ctitious conservative forces that Einstein had introduced earlier to replace unrealizable semipermeable membranes in thermodynamic considerations. It is therefore not surprising that his thermodynamic considerations led him to conclude that the position-dependent force is counterbalanced by a force due to the osmotic pressure. Clearly, this conclusion relates a force acting on the individual particles to a bulk property of the suspended particles
27 28 29 30
See Michele Besso to Einstein, 711 February 1903 [11, Doc. 6], which indicates that there was additional correspondence on this subject. See [51] for Sutherlands hypothesis. See [55] and [35]. See the extensive discussion in [44]. See the editorial note Einsteins Dissertation on the Determination of Molecular Dimensions, in [10, pp. 177179] and [44].
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their osmotic pressure. Einstein then considered the dynamic equilibrium of the suspended particles from a second perspective, i.e., as a balance of the motion of the individual particles under the inuence of the ctitious force and a process of diffusion. To describe the motion of the particles in the liquid, he relied on Stokes law between the force exerted, the viscosity of the liquid, and the velocity attained by the particles. To describe the diffusion process, Einstein simply made use of the denition of the diffusion coefcient as relating transport and density of the suspended particles. On the basis of these results, Einstein was now able to couple the two balance equations, one derived from a thermodynamic argument, and the other from relating diffusion to the motion of the individual particles determined with the help of Stokes law. He could thus eliminate the ctitious force and directly establish a relation between the diffusion coefcient and osmotic pressure. As the latter involves, according to the kinetic theory of heat, Avogadros number, Einstein nally arrived at an expression of the diffusion coefcient in terms of atomic sizes. D= RT 1 N 6 kP (1)
where R the gas constant, T the temperature, N Avogadros number, k the viscosity, and P the radius of the solute molecules or the suspended particles. In his dissertation, he used this equation together with the equation relating atomic sizes to the change of viscosity derived from hydrodynamic considerations to derive values for the atomic dimensions from experimental data on diffusion and viscosity. In his paper on Brownian motion, he rederived the viscositydiffusion equation, albeit in a more elegant manner. He now made use of the methods of statistical mechanics that he had developed in previous years to describe the irregular motion of suspended particles. Statistical mechanics and heat radiation Einsteins establishment, independently of Willard Gibbs, of statistical mechanics between 1902 and 1904 was motivated by the quest mentioned above to extend the methods of the kinetic theory beyond gases to include a wide range of physical systems such as the electron gas in metals and heat radiation, not least in order to provide additional evidence for the atomic hypothesis. The methods he developed imposed only the most general requirements on the systems studied and did not depend on knowledge of the detailed interaction between the constituents of a systems as is the case in kinetic gas theory, where collision dynamics plays a major role. As Einstein wrote in a letter to his friend Marcel Grossmann in 1904, who at that time was a student of mathematics working on non-Euclidean geometry:31 There is a remarkable similarity between us. . . . You treat geometry without the parallel axiom, and I treat the atomistic theory of heat without the kinetic hypothesis. Einsteins generic approach to the statistical properties of physical systems may thus appear to have been well-suited to examine the properties of a phenomenon such as Brownian motion. But by 1904, he had evidently neither heard about it nor could he conceive its existence. In his last paper on statistical mechanics, he did study uctuation phenomena and even derived an expression for mean square deviations from the average value of the energy of a system, which he interpreted as expressing a condition for the stability of a physical system involving Boltzmanns constant, thus giving a new meaning to this constant.32 But when it came to the issue of the observability of such uctuations, Einstein claimed that radiation in thermal equilibrium was the only system for which experience suggested that it exhibits observable uctuations. His argument was that, for a radiation cavity whose linear dimensions are chosen so as to be comparable to
31 Es waltet eine merkw rdige Ahnlichkeit zwischen uns. . . . Du behandelst die Geometrie ohne das Parallelenaxiom, ich die u
atomistische W rmelehre ohne die kinetische Hypothese. Einstein to Marcel Grossmann, 6 April 1904 [11, Doc. 17]. a
32 At this time, however, Einstein regarded black-body radiation as the only physical system for which experience suggests the
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the wavelength corresponding to the maximum energy in the black body spectrum, the uctuations should be of the same order of magnitude as the mean energy. The numerical values given to illustrate this claim indicate that Einstein must had used Wiens formula to describe the energy spectrum of heat radiation.33 He may well have considered as early as 1904 what we would call today a photon gas, starting from the speculative assumption that heat radiation may be conceived of as a collection of light quanta whose energy is given by their frequency according to E = h. He did, however, then cast his arguments into a form that made them independent from a specic interpretation of heat radiation and only came back to the light quantum hypothesis a year later, now as a means of interpreting Plancks radiation formula, at least in the range in which it can be reasonably approximated by Wiens formula. Revisiting uctuations By 1905, Einsteins views of the observability of uctuation phenomena had changed. He had now assembled all the tools necessary to construct a model of observable uctuation phenomena in a material system by integrating the results achieved whilst writing his dissertation, i.e., the study of dissipation and diffusion phenomena, and those accumulated whilst studying uctuation phenomena in the context of statistical mechanics and its application to heat radiation. First of all, uctuations in heat radiation could be related directly to a material process if a mirror is exposed to them, which, as a consequence of the radiation impinging on it and the friction force it suffers at the same type should exhibit Brownian motion-like behavior. This thought experiment was discussed at length in Einsteins later publications, but was apparently already conceived by 1905, as is indicated by later recollections. It represents, so to speak, the missing link between Einsteins principal concerns at the time heat radiation, statistical physics, and the electrodynamics of moving bodies. Second, and perhaps of even greater consequence to Einsteins invention of Brownian motion, the argument at the core of his dissertation with which he had inferred that the observability of uctuations in the case of heat radiation can be transferred directly to the model of large molecules in solution. Increasing the linear dimensions of such particles in analogy to considering wavelengths comparable in size to the radiation cavity would not change the character of the particles as partaking in a world governed by the kinetic theory of heat, but might actually make their random motions visible. The crucial function of the dissertation model was thus to provide a framework in which scaling of this kind, rst conceived for the case of radiation, made physical sense for a material process. All that was needed was to mentally transform a solvent with large molecules into a suspension with minuscule but observable particles. Such a transition was particularly plausible as the commonly made distinction between suspensions and solutions in nineteenth-century chemistry had, by the turn of the century, gradually lost its absolute character.34 The absence of any fundamental difference between solutions and suspensions became clear in 1902, when observations using the newly invented ultramicroscope35 made it possible to resolve many colloidal solutions into their constituents.36 In summary, Einsteins invention of Brownian motion was just as much prepared by his quest to identify evidence in favor of the atomic hypothesis as by the specic research problems he had tackled, in particular, in the course of his long-standing interest in the theory of solutions. Combining a model that had assumed a central role in this pursuit the model of suspended particles undergoing diffusion in a liquid with his search for observable uctuation phenomena, he was naturally led to consider the irregular motion that must
33 For this claim, see [46]. 34 For a contemporary discussion of the distinction between solution and suspensions, see the introduction to [56]. For a discussion
of colloidal chemistry and its relation to the study of Brownian motion, see [36, pp. 98102].
35 The ultramicroscope, developed by Henry Siedentopf and Richard A. Zsigmondy, is based on a new illumination technique
36
that makes it possible to observe the diffraction discs of otherwise invisible objects; it increased the limit of visibility to approximately 5 101 micron. For a contemporary discussion of ultramicroscopes, see [8, Chap. 3]. See [49].
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be exhibited by such particles. The formula he had derived for expressing the diffusion coefcient in terms of atomic dimensions and the size of the particles would now make it possible to extract information about the atomic scale from the irregular motion of the suspended particles to the atomic scale, if this motion of individual particles could be related to the bulk property of diffusion. To bridge this last gap, Einstein needed a crucial conceptual leap in his analysis of Brownian motion, conceiving it as a kind of process hitherto unknown in classical physics. Before coming to this last step, it is helpful to reconsider the problem of Brownian motion from a somewhat larger perspective, comparing it to the other problems for which Einstein achieved equally important conceptual breakthroughs, in particular, the problem of heat radiation, which triggered the quantum revolution, and the problem of the electrodynamics of moving bodies, which gave rise to the relativity revolution.
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collisions ensuring the thermal equilibrium in the liquid and partake themselves in this thermal motion. But, as mentioned earlier, Brownian motion also confronted the kinetic theory with a serious problem, the lack of agreement between the observed velocities and the velocities calculated theoretically on the basis of the equipartition theorem. It is remarkable that the equipartition theorem, crucial to Einsteins investigations of heat radiation and consolidated in the context of his work on statistical mechanics, plays no role in his work on Brownian motion. He thus may well have been aware of the difculty of ascribing a velocity in the ordinary sense to the particles suspended in a liquid. The irregular motion of such particles hence manifests a conict between two domains of classical physics in a way similar to the conict between the relativity postulate and the constancy of the speed of light embodied in the electrodynamics of moving bodies, as well as to the conict between the assumption of a continuum of wavelengths and the assumption of an equipartition of energy in the case of heat radiation. Einsteins reaction to these conicts was similar in all three cases as well, and distinguished itself in a similar way to that of most of his contemporaries, who looked at such problems from a specialist perspective. While it was plausible to assume that these conicts were due to a failure somewhere buried in the conceptual foundations of one of the domains involved, Einsteins remarkable overview of the knowledge of classical physics as well as his philosophical acumen caused him to be skeptical with regard to all of these domains and dare to look for new concepts that were capable of overcoming what he saw as a fundamental crisis of classical physics. Instead of relying on the classical concept of an ether as used in Lorentzs electron theory, abandoning essentials of classical mechanics such as the relativity principle, Einstein audaciously conceived of new concepts of space and time to resolve the problems of the electrodynamics of moving bodies. He was thereby able to preserve insights from both electrodynamics and mechanics, rather than sacricing one for the sake of the other. In his treatment of the behavior of small suspended particles, Einstein similarly combined insights of the kinetic theory and of thermodynamics, i.e., of micro- and macrophysics, without reducing one to the other. Instead he proposed new laws for the domain of mesoscopic physics, which was recognized for the rst time as an autonomous level of physical knowledge. Reinterpreting the results of classical physics As we have seen above, Einstein inferred from the kinetic theory that a suspension of small particles must possess an osmotic pressure just as in the case for a solution of molecules. If this pressure is distributed in a spatially inhomogeneous way, it gives rise to a compensatory diffusion process whose bulk properties can be calculated, as also discussed above, with help of Stokes law determining the moveability of the particles in a viscous uid. In this way, Einstein obtained an equation for the diffusion coefcient guring in the partial differential equation, determining the relation between spatial and temporal change of the concentration f (x, t) of a substance in solution: f 2f =D 2 , t x (2)
where D is the diffusion coefcient. This equation was rst established by Adolf Fick, following the work of Fourier for the conduction of heat and that of Ohm for the conduction of electricity [31]. Einstein now reinterpreted this equation in a way analogous to his reinterpretation of the Lorentz transformations for the electrodynamics of moving bodies and to his reinterpretation of Plancks black-body formula. While largely preserving the technical framework of these results in the works of Lorentz and Planck respectively, Einstein had profoundly changed their conceptual meaning, thus creating the new kinematics of the theory of special relativity and introducing the revolutionary idea of light quanta. He did so in a process of reection that may be described as a Copernicus process since Copernicus as well had largely kept the deductive machinery of traditional astronomy when changing its basic conceptual structure [45]. In the context of his work on uctuation phenomena, Einstein similarly gave a radically new interpretation to the traditional diffusion equation, thus effectively inventing Brownian motion as a theoretical concept.
c 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
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Instead of considering the diffusion equation as describing the overall distribution of a solute substance, Einstein now interpreted it as determining the probability distribution of the irregular displacements of the individual particles. The introduction of such a distribution could draw on his previous experience with such probability distributions in his work on statistical mechanics.37 In his paper, he wrote with regard to the above equation:38 This is the familiar differential equation for diffusion, and D can be recognized as the diffusion coefcient. Another important consideration can be linked to this development. We assumed that all the individual particles are referred to the same coordinate system. However, this is not necessary since the motions of the individual particles are mutually independent. We will now refer the motion of each particle to a coordinate system whose origin coincides at time t = 0 with the position of the center of gravity of the particle in question, with the difference that f (x, t)dx now denotes the number of particles whose X-coordinate has increased between the times t = 0 and t = t by a quantity lying between x and x + dx. Thus, the function f varies according to equation (1) in this case as well. In this way, Einstein managed to identify the irregular motion of the suspended particles, now described not as a movement in the ordinary sense along a continuous trajectory but as a stochastic process governed by the function f (x, t), as the elementary process corresponding to diffusion as a bulk phenomenon. He assumed the existence of a time interval that was short with respect to the observation time, but long enough to treat the motions of a suspended particle in two successive time intervals independently of each other. The displacement of the suspended particles can then be described by a probability distribution that determines the number of particles displaced by a certain distance in each time interval. On the basis of this new interpretation, the solution of the diffusion equation, when combined with Einsteins expression for the diffusion coefcient, now results in an expression for the mean square displacement, x as a function of time. Einstein suggested that this expression could be used experimentally to determine Avogadros number N : x = t RT 1 , N 3kP (3)
where t is the time, and as before R the gas constant, T the temperature, k the viscosity, and P the radius of the suspended particles. Repercussions Brownian motion continued to play the role of a borderline problem in Einsteins subsequent publications, in which he related it not only to thermodynamics and the kinetic theory, but to electrodynamics and to radiation theory as well. In his second paper on the subject, he elaborated on the relation between Brownian motion and the foundations of the molecular theory of heat [21, p. 371]. There he took up his earlier result for energy uctuations derived in 1904,39 and applied it to a system subject to an external force in order to calculate the probability of deviations from the equilibrium value due to irregular molecular motions of a suitable observable parameter of the system. He also derived a formula for the vertical distribution of
37 For Einsteins rst use of probability distributions in his papers on statistical physics, see [18, p. 422]. 38 Dies ist die bekannte Differenzialgleichung der Diffusion, und man erkennt, da D der Diffusionskoefzient ist. An diese
Entwicklung l t sich noch eine wichtige Uberlegung ankn pfen. Wir haben angenommen, da die einzelnen Teilchen alle auf a u dasselbe Koordinatensystem bezogen seien. Dies ist jedoch nicht n tig, da die Bewegungen der einzelnen Teilchen voneinander o unabh ngig sind. Wir wollen nun die Bewegung jedes Teilchens auf ein Koordinatensystem beziehen, dessen Ursprung mit der a Lage des Schwerpunktes des betreffenden Teilchens zur Zeit t = 0 zusammenf llt, mit dem Unterschiede, da jetzt f (x, t)dx a die Anzahl der Teilchen bedeutet, deren X-Koordinaten von der Zeit t = 0 bis zur Zeit t = t um eine Gr e gewachsen ist, o welche zwischen x und x + dx liegt. Auch in diesem Falle andert sich also die Funktion f gem Gleichung (1). [20, p. 558.] a 39 See [19, 4].
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suspended particles under the inuence of gravitation. As a further example, Einstein considered a system involving heat radiation, a charged harmonic oscillator in thermal equilibrium with a gas and heat radiation, thus establishing a bridge between thermodynamics, kinetic theory, and electrodynamics. In further papers, Einstein analyzed voltage uctuations in a condenser [22], and he returned to the issue of heat radiation [24]. Following up on work by Smoluchowski, he also dealt with the phenomenon of critical opalescence [25], showing that critical opalescence and the blue color of the sky, while not obviously related to each other, are both due to density uctuations caused by the molecular constitution of matter. Einstein determined the pressure uctuations in black-body radiation from the condition that the momentum they convey to a small mirror moving through the radiation precisely compensates for the momentum lost due to the average radiation pressure on the mirror.40 The application of techniques developed for Brownian motion to the problem of heat radiation supported Einsteins controversial claim that Plancks formula for the energy spectrum of heat radiation is not compatible with the classical understanding of radiation.41 His results show that the uctuations due to the radiation eld can neither be exclusively explained by interference phenomena of classical radiation nor by statistical uctuations in a gas of light quanta that is conceived as a collection of classical particles. While Einsteins work on Brownian motion had repercussions in a broad variety of elds, its central impact was, as pointed out in the beginning, on the acceptance of atomism in the early twentieth century. This impact was made possible above all by the pathbreaking experiments of Jean Perrin, that were publicized in numerous articles and books, and in particular in his best-selling and very readable Les Atomes, published in 1913 [41]. Perrin began his experiments in 1908 and pursued them very much in line with Einsteins thinking on the subject. He then tested a formula equivalent to Einsteins for the vertical distribution of suspended particles under the inuence of gravitation.42 Perrin had also realized that the analogy established by vant Hoff between an ideal gas and a solution could be extended to colloidal solutions and suspensions, and that this analogy provides an excellent means for obtaining evidence in favor of the atomistic hypothesis.43 Most striking was, however, Perrins detailed, quantitative conrmation of almost all of Einsteins predictions for the stochastic behavior of suspended particles, thus transforming the latters invention of Brownian motion into powerful experimental evidence for the atomistic hypothesis. Earlier experiments were either merely qualitative in nature, e.g., Felix Ehrenhafts observations of displacements of aerosol particles, Victor Henris cinematographical measurements of displacements of suspended particles,44 or Max Seddigs study of the temperature dependence of Brownian motion;45 or they were quantitative in character, e.g., those by Svedberg [53] but still conceived within the conceptual framework of the kinetic theory, assuming that one could actually measure the velocity of Brownian particles.46 In 1907 Einstein even wrote a paper dedicated to correcting basic aws in Svedbergs work [23].47 Perrin, on the other hand, was fully aware that the work of Einstein and Smoluchowski had established a new conceptual basis for the analysis of Brownian motion. In his masterpiece Les Atomes he wrote [42]: Einstein and Smoluchowski have dened the activity of the Brownian motion in the same way. Previously we have been obliged to determine the mean velocity of agitation by following as
40 A similar argument is given in more detail in [29]. 41 See [7]. 42 Although Einsteins name is mentioned in [39] in connection with the validity of the equipartition theorem for suspended
and [40, p. 204]; for a recent account, see [36, pp. 125126].
46 See [52, pp. 856859]. 47 For Svedbergs attempt to defend his experimental analysis, see [54]. For a review of criticisms of Svedbergs work, see [33,
pp. 210212].
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nearly as possible the path of a grain. Values so obtained were always a few microns per second for grains of the order of a micron. But such evaluations of the activity are absolutely wrong. In 1909, Einstein gratefully wrote to Perrin: I would have thought it impossible to investigate Brownian motion with such precision; it is fortunate for this material that you have taken it up.48 Ironically, the conrmation of the age-old atomistic hypothesis came in a historical moment when the massive evidence accumulated in its favor hinted at the limits of the classical understanding of atomism as well. This eventually gave way to an understanding of matter on the basis of a new physics just underway not least due to Einsteins contributions. Looking back at a revolution Einsteins exploration of the statistical properties of physical processes, such as Brownian motion, amounted to a reversal of perspective with respect to that of classical physics, as he was well aware himself. In his papers on statistical physics, this becomes particularly clear with regard to his interpretation of Boltzmanns principle, which relates the thermodynamic entropy of a physical system to the statistical probability of its states. In a lecture on Boltzmanns principle from 1910,49 Einstein argued that this principle can be applied in two different ways. When starting from a complete atomistic picture of a system, one can calculate the probability of its states and then determine, with the help of Boltzmanns principle, the entropy and hence the thermodynamic behavior of the system. This is the perspective of classical kinetic theory. For Einstein, however, the real signicance of Boltzmanns principle was rather its reverse application to the case for which no complete atomistic picture of a system was available, as was the case for those systems that were suspected to exhibit non-classical behavior such as heat radiation. In that case, the most important application of Boltzmanns principle was, in Einsteins view, to infer from the observed thermodynamic behavior of a system the statistical probability of its single states. One would thus be able to judge the extent to which the system deviates from the behavior expected according to classical thermodynamics, for instance, by exhibiting the kind of uctuation behavior represented by Brownian motion. This reversal of perspective is another instance of the Copernicus process mentioned above. The profound conceptual implications of the atomistic revolution triggered by Einsteins work on Brownian motion also become apparent from the discussion in his 1910 lecture of the question of whether physical facts are causally connected in a complete way. He argued that in view of the unpredictable irregularity of Brownian motion this question has to be denitely answered in the negative. Einstein concluded, however, that the very fact that we are able to obtain the statistical laws for such uctuation phenomena suggests that, on a theoretical level, we have nevertheless to maintain the presupposition of a complete causal determination of physical events, although we can never hope to receive an immediate conrmation of this conception by ever more rened observations a remarkable stance at the dawn of quantum mechanics.
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