Illustrated Physics
physics, drawn
Concept

Diffusion — where it appears

The spreading of a substance or of heat by random molecular motion, in which distance grows as the square root of time rather than proportionally. That square root is why diffusion is quick over micrometres and hopeless over metres, and why living cells are the size they are.

Named by 20 essays across 7 fields — each of them below, with the objects they name alongside it.

A spike, spreading. The solution of the diffusion equation at three times, with a seeded random walk histogrammed behind it. The area under every curve is the same because nothing is lost; only the width changes, and it grows as the square root of the time.

The equation that only runs forwards, and the walk underneath it

A drop of ink spreads and never gathers. The equation describing it is one of the few in physics that is not reversible — and underneath it is nothing but a coin being tossed.

thermodynamics · Diffusion The straight line between two plates. A layer of water 10 mm deep with its top plate drawn along at 1 m/s. In the steady state the velocity is a straight line from zero at the fixed surface to the plate's speed at the moving one, and the stress needed to keep it going is μ times that slope: 0.100 Pa. The fluid at each wall is at rest with respect to it, which is an experimental fact rather than a consequence of anything above.

Momentum going sideways

Viscosity is usually described as friction between layers of fluid, which gets the effect right and the mechanism wrong. What is actually happening is that momentum is being conducted across the flow — by the same equation, with the same solutions, as a drop of ink spreading.

fluids · Viscosity Seven walks from one point. 7 random walks of 400 steps each, all starting at the same place. None of them goes anywhere in particular and none of them stays put; the typical distance reached after n steps is the square root of n, so quadrupling the time doubles the spread. The tracks are seeded, so this is a property of the figure rather than of any one run.

The jiggle that proved atoms

A pollen grain in still water never stops moving. For eighty years that was a curiosity with no explanation; then it became the measurement that settled whether matter is made of particles, by turning a microscope and a stopwatch into a count of how many molecules are in a mole.

thermodynamics · Diffusion Newton's answer, Laplace's, and the measurement. The speed of sound in 4 gases at 273.15 K. The short bar is Newton's √(RT/M), which assumes the compressions stay at one temperature; the long one is the same multiplied by √γ, which is what they come to if no heat crosses between a compression and the rarefaction beside it; the upright mark is the measured value. Newton's is 15.5% low for air, 22.5% low for helium, 22.5% low for argon, 12.0% low for carbon dioxide, and the corrected one is right to 0.05% for every gas here. Turning it round: γ read off each pair of bars is 1.400 for air, 1.665 for helium, 1.666 for argon, 1.290 for carbon dioxide, which is 1 + 2/f with f = 5.0, 3.0, 3.0, 6.9 ways of holding energy — three for the monatomic gases, five for the diatomic ones, and nearly seven for carbon dioxide, whose bending modes have begun to take a share at this temperature and its stretch has not. A speed measured with a stopwatch counts the ways a molecule can move.

The correction that took a century

Newton derived the speed of sound in 1687 and got 290 metres a second against a measured 340. The arithmetic was right; the assumption was not. Heat cannot cross a wavelength in a period, so the compressions are adiabatic — and the factor that repairs the answer turns out to be a count of the ways a molecule can move.

waves · Wave motion Two ways to weaken a surface. Surface tension is a property of a surface rather than a constant of a liquid, and this shows how far it moves. The steep curve is water with ethanol dissolved in it, against ethanol mole fraction, through nine measured points: two per cent of ethanol takes the tension from 72 to 56.4 mN/m, a fall of 22% for a change of composition small enough to taste and not to see. The initial slope is 837 mN/m per unit of mole fraction, because ethanol collects preferentially at the surface and a little of it covers a great deal of area. The gentle line is pure water against temperature, read on the same horizontal axis as degrees rather than fraction: about 0.15 mN/m per degree, so a difference of ten degrees across a surface is worth about a millinewton per metre. Neither dependence would be interesting if surfaces were uniform. What makes them matter is that a difference in tension across a surface is a force along it, and nothing in the liquid prevents such a difference from existing.

The surface that pulls toward the stronger side

Surface tension is usually treated as a constant of a liquid, and it is not — it depends on temperature and on what is dissolved, and a difference in it along a surface is a force along that surface — which drags the liquid underneath and needs no pressure difference at all.

fluids · Surface tension The viscosity of a gas, over 8 decades of pressure. The viscosity of 3 gases at 300 K against pressure, on a logarithmic pressure axis and a linear viscosity one. The lines are flat, and that is the whole figure. Viscosity is the rate at which momentum is carried across a shear, which is the density of carriers times the distance each one carries it: ⅓ρv̄λ. Doubling the pressure doubles the density and halves the free path, and the two cancel exactly, so the same gas at a hundredth of an atmosphere is exactly as viscous as at one — which is not what anybody expects of a thinner gas and is what is measured. nitrogen comes out at 17.9 μPa·s against a measured 17.9, helium comes out at 19.3 μPa·s against a measured 19.9, argon comes out at 21.7 μPa·s against a measured 22.7. The flatness ends when the free path reaches the apparatus rather than the next layer of gas: at a vessel 10 mm across that is around 0.68 Pa for nitrogen, 1.94 Pa for helium, 0.69 Pa for argon, below which there is no gas-to-gas hand-off left to make.

The viscosity that does not care how much gas there is

Pump most of the air out of a vessel and the air that is left is exactly as viscous as it was. Maxwell derived that in 1860, did not believe it, and spent six years building an apparatus to measure it — which is a better description of how a prediction becomes knowledge than any amount of agreement would have been.

thermodynamics · Kinetic theory Where a drying drop loses its liquid. The rate at which liquid leaves the surface of a drying drop, against distance from the centre in units of the drop's radius, for 5 contact angles. The flux is not uniform, and it is not a property of the liquid: it is set by how vapour diffuses away from a lens-shaped object, which is the same boundary-value problem as the field around a charged lens and has the same answer — a power law in the distance from the rim, with an exponent that depends only on the contact angle. at 10° the exponent is 0.471, and the loss has doubled by 87.8 per cent of the way out, at 40° the exponent is 0.357, and the loss has doubled by 92.5 per cent of the way out, at 70° the exponent is 0.182, and the loss has doubled by 98.9 per cent of the way out, at 90° the exponent is 0.000 and the drop dries evenly everywhere, at 120° the exponent is -0.500 and the flux falls toward the rim. Below a right angle the flux diverges at the contact line; at exactly a right angle it is uniform; above it the edge is the slowest-drying part of the drop. Since a pinned edge must be resupplied from the interior, that sign decides which way the liquid inside the drop flows — and therefore whether everything suspended in it ends up in a ring at the rim or in a spot at the centre.

The ring the drop leaves behind

A drop of coffee dries into a ring rather than a disc, and nothing about coffee is responsible. The pattern is produced by a boundary condition — an edge that cannot move — and it survives replacing the coffee with anything else that will stay suspended.

fluids · Surface tension The column a dissolved thing holds up. Two arms of one vessel, joined below by a membrane that passes water and not solute. On the right is 10 mol/m³ of dissolved particles at 25 °C; on the left, pure water. Water crosses into the solution until the extra weight of the right-hand column has raised its pressure by the osmotic pressure — 24.8 kPa, which is 2.53 m of water, drawn here to scale. Nothing is pulling. The solvent is at a lower chemical potential where it is mixed, so it moves that way, and it stops when mechanical pressure has made up the difference. A solute a thousand times more dilute than seawater lifts a column taller than a person.

The pressure that comes from counting

Dissolve a teaspoon of anything in a litre of water, put a membrane between it and pure water, and the solution will hold up a column of water two and a half metres tall. Nothing is pulling. The pressure does not depend on what was dissolved, only on how many particles it made — which is the ideal gas law, with the solute in place of the gas.

fluids · Osmosis Phase portraits of the standard map at 2 couplings. The standard map p → p + K sin θ, θ → θ + p, iterated 220 times from 12 starting points, at couplings of 0.6 and 1.3. Both coordinates run from 0 to 2π. An orbit that lies on a curve spanning the picture from left to right is an invariant circle, and nothing can cross it; an orbit that fills an area is chaotic; an orbit that circulates round a centre is trapped in a resonance island. At K = 0.6, orbits launched on p = 0 get no further than 1.55 in p, so a spanning curve is still there. At K = 1.3, orbits launched on p = 0 get no further than 10.78 in p, so a spanning curve is gone and transport is global. The point of the pair is that the change between them is not a change of character in any single orbit — chaotic orbits and regular ones coexist on both sides — but the loss of the barriers that kept the chaotic ones local.

The last curve to go

Chaos does not arrive all at once. Order is destroyed a resonance at a time, and there is a coupling — 0.971635, known to six figures — at which the final barrier separating one part of the phase space from another gives way. Below it a chaotic orbit is still trapped; above it nothing stops it.

mechanics · Chaos The fraction of walks that have come home, against how long they have walked. The proportion of 1,600 lattice random walks that have returned to their starting point at least once, against the number of steps taken, on a logarithmic horizontal axis, in one, two and three dimensions. In one dimension almost every walk is home almost at once and the fraction climbs toward one. In two it climbs more slowly — the return is still certain, but only logarithmically, so a two-dimensional walk that has not come back after a thousand steps is unremarkable. In three the curve flattens: it reaches 0.3481 and stops, against the exact value 0.3405, drawn as a line. That number is Watson's integral, and it is the probability that a three-dimensional walk ever comes home at all. The difference between the cases is not one of degree. In one and two dimensions the expected number of returns is infinite and a diffusing particle visits every site eventually; in three it is finite, and a molecule released in a room will, with probability two-thirds, never pass through its starting point again. The same statement runs the other way round: a reaction that needs two diffusing partners to meet is a very different problem on a membrane from what it is in a cell.

The walk that comes home

A particle wandering at random on a line returns to where it started, with certainty. On a plane it returns, with certainty. In three dimensions the probability is 0.3405 — so two out of three molecules released in a room never pass through their starting point again, and the difference between the cases is not a matter of degree.

thermodynamics · Diffusion Skin depth against frequency, over eleven decades. The skin depth of copper, stainless steel, seawater, mu-metal against frequency, both axes logarithmic. Every line has the same slope, −½, because the depth goes as the inverse square root of the frequency for all of them; what separates them is conductivity and permeability, which enter the same way. Three points are marked and each is a practical fact. Copper at mains frequency has a skin depth of 9.22 mm, so a busbar of that thickness carries current throughout and a thicker one does not. Copper at a gigahertz has 2.1 µm, so the current in a microwave component runs in a layer thinner than the plating and the surface finish becomes the conductor. Seawater at the frequency navies use to signal submerged submarines has 28.9 m, which is why that link is measured in tens of hertz and carries a few characters a minute. Mu-metal is the outlier and the reason it exists: its conductivity is forty times worse than copper's and its permeability twenty thousand times better, so at low frequency it is the one material on the chart that is thin.

How far a field gets into metal

The first three rungs of this ladder all say the field inside a conductor is zero, and all three assume the electrons have had time to move. Give them less time and the field gets in — 9.2 millimetres into copper at mains frequency, 2.1 microns at a gigahertz — and the metal box that silences a radio does almost nothing about the cable running past it.

electromagnetism · Conductors Nine hundred steps and hardly anywhere. On the left, a walk of 900 steps of unit length in uniformly random directions, which is what a photon does inside a star: it goes a mean free path, scatters, and starts again in a direction that has forgotten the last one. After 900 steps it is 7.5 lengths from where it began, against 900 if it had gone straight. On the right, the root-mean-square distance over 240 independent walks against the number of steps, both logarithmic: a straight line of slope 0.4920 against an exact one half. The square root is the whole of the result and it is brutal. Escaping a body of radius R takes not R/λ steps but (R/λ)² of them, so a mean free path a thousand times smaller costs a million times as long. That is the difference between a photon leaving the Sun's core and a neutrino doing it: one takes a hundred thousand years and the other takes two and a third seconds, through the same material, and the only thing that differs is λ. What the picture cannot show is the sense in which the escaping energy is not the photon that started: it is absorbed and re-emitted countless times, at falling temperature, so what leaves is a gamma ray's worth of energy arriving as a great many visible photons.

The light that takes a hundred thousand years to leave

A neutrino made in the Sun's core is at the surface in two and a third seconds. A photon made beside it takes something like a hundred thousand years, through the same material, over the same seven hundred thousand kilometres — and the whole of the difference is one length, entering the answer squared.

astrophysics · Kinetic theory The speed of a wave that carries no pressure. Second-sound speed against temperature, computed from the two-fluid equations with the normal component treated as a phonon gas — which it is below about six-tenths of a kelvin. The upper line is ordinary sound at 238 m/s, which moves the two components together. The lower curve is the other mode, and at low temperature it sits at 137.4 m/s, which is 238/√3 to three figures: a result with no adjustable constant in it, and the reason to believe the two-fluid model rather than merely to use it. What oscillates in this wave is not the density — the two components move in opposite directions and their sum stays put — but the fraction that is normal, which is a temperature. So a temperature disturbance in helium II propagates, with a speed, a reflection and a resonance, where in every ordinary liquid it diffuses and has none of those. Above a kelvin the rotons take over from the phonons and the measured curve falls to about 20 m/s; the model here is the low-temperature one and it is drawn only where it holds.

The heat that arrives as a wave

Two fluids with two velocities give two wave equations, not one. In the first the components move together and the density oscillates, which is ordinary sound. In the second they move oppositely, the density stays put, and what oscillates is the temperature — so a heat pulse in liquid helium has a speed, a front and a reflection.

fluids · Superfluidity Effusion rate against molecular mass. The rate at which a gas escapes through a small hole, against its molar mass, normalised to hydrogen. The rate is a quarter of the number density times the mean speed times the area, and the mean speed goes as the inverse square root of the mass — so the rate does too, which is Graham's law of 1848. Hydrogen escapes four times faster than oxygen and 13.3 times faster than uranium hexafluoride. The practical consequence is isotope separation, and its difficulty is on this chart. The two uranium hexafluorides differ by 3 out of 352 in mass, so a single stage enriches by a factor of only 1.00429 — four parts in a thousand. Reaching 90 per cent from natural uranium's 0.72 per cent therefore takes about 1665 ideal stages, and a real cascade needs more because each stage is imperfect. That number is why gaseous-diffusion plants were among the largest industrial structures ever built, and why centrifuges — which separate by mass directly rather than by the square root of it — replaced them.

The gradient that drives the other thing

A concentration gradient drives a flow of matter and a temperature gradient drives a flow of heat. Each also drives the other, by coefficients that are equal — a relation nobody could have guessed and which follows from the fact that the underlying motion runs the same forwards and backwards in time.

thermodynamics · Diffusion The motion that arrives late and does not go far. A flat plate sliding back and forth in its own plane, with the fluid above it drawn at 0°, 60°, 120°, 180° of the cycle. The speed at depth y is exp(−y/δ) times a cosine whose phase lags by y/δ, and both halves are checked: the largest speed reached at any depth follows exp(−y/δ) to a part in a thousand million, and the fluid one skin depth out is fastest a full radian after the plate is. Two skin depths out the motion is an eighth of the plate's and a quarter of a cycle behind; four skin depths out there is essentially nothing. Alternating shear does not diffuse away without limit — it fills a fixed depth and stops.

The shear that only reaches so far

Viscosity carries momentum sideways without limit when the driving is steady. Reverse the driving and it stops: the motion fills a depth set by the viscosity and the frequency, arrives there late, and beyond that depth the fluid does not know the wall exists.

fluids · Viscosity The fraction of the pressure a membrane can hold. The osmotic pressure actually developed across a membrane against a 300 mol/m³ solution at 298 K, as the reflection coefficient runs from a membrane the solute passes freely to one it cannot pass at all. The line is straight with the van 't Hoff pressure 743.69 kPa as its slope — checked against the drawn line — because the coefficient enters as a simple factor. At σ = 1 the pressure is 743.69 kPa; At σ = 0.6 the pressure is 446.21 kPa; At σ = 0.2 the pressure is 148.74 kPa. Van 't Hoff's law is the ceiling rather than the answer, and a membrane's coefficient against a given solute is as much a property of the pair as the concentration is of the solution.

The membrane that almost holds

Van 't Hoff's law gives the osmotic pressure a perfectly selective membrane would develop, and no membrane is. What a real one develops is a fraction of it — a number between zero and one that belongs to the membrane and the solute together, and that decides whether a solution is isotonic in effect or only on paper.

fluids · Osmosis Light that walks through a cloud. Seven photons entering a slab 8 scattering mean free paths thick from above, straight down, and followed until they leave, with every scattering equally likely to send them in any direction; their paths are projected onto the page. Of 20000 photons followed the same way, 82.5 per cent come back out of the top and 17.5 per cent out of the bottom. Diffusion theory predicts 18.2 per cent through the bottom. Only 10 photons cross without scattering at all, where e⁻⁸ predicts 6.7 — within the counting error of so few: nearly all of what is transmitted has walked, and the direction it arrived from is forgotten on the way.

The cloud light has to walk through

A beam crossing thirty scattering lengths of anything should keep e⁻³⁰ of itself — a ten-millionth of a millionth. A cloud thirty scattering lengths thick lets through nearly a third of the sunlight falling on it. The light has not crossed; it has walked, one scattering at a time, and a walk through a slab obeys a law with the shape of Ohm's rather than of an exponential.

optics · Scattering Nitrogen that runs the wrong way. The nitrogen mole fraction in each of two bulbs joined by a capillary, as in Duncan and Toor's experiment: one bulb starts with 0.50086 nitrogen and the rest carbon dioxide, the other with 0.49879 nitrogen and the rest hydrogen, at 35 °C. Solid curves: the capillary solved at each instant from the Maxwell–Stefan equations with the three pairs' diffusivities, 83.8, 68.0 and 16.8 mm²/s. Dashed: Fick's law for nitrogen alone, which can only let the two start values relax together. At the start the nitrogen gradient is 0.00207, yet nitrogen flows at 309 times the rate that gradient would drive. From 0.1 to 6.5 hours it flows from the bulb with less nitrogen into the bulb with more, opening a difference of 0.1468 at 6.5 hours; at 6.6 hours its flux passes through zero with a difference of 0.1468 still in place. Each gas is conserved to a part in 10⁹. The carbon dioxide moving out of the first bulb drags nitrogen with it, because the nitrogen–carbon dioxide pair has by far the smallest diffusivity and so the strongest friction.

The gas that flows towards more of itself

Fick's law says a substance diffuses from where there is more of it to where there is less. In a mixture of three gases, nitrogen can do the opposite for hours — flowing into the bulb that already holds more nitrogen, and then stopping while a difference remains — and in a welded bar of steel, carbon crosses into the side that is already richer. Nothing is wrong with the second law. Diffusion flattens chemical potential, and with more than two components, or a second element changing it, that is not the same as flattening concentration.

thermodynamics · Diffusion The four vortices a standing wave leaves behind. Streamlines of the steady flow that a standing sound wave sets up in a channel, over half an acoustic wavelength, with the horizontal axis in units of the wave's own phase and the vertical axis scaled to the channel. The sound itself is a back-and-forth motion that averages to nothing; this is what does not average to nothing. Four closed cells fill each wavelength, two above the centreline and two below, turning in opposite senses, with the fluid moving along the walls toward the velocity nodes and back along the centre. The boundary layer that generates all of it is 69 micrometres thick, which is 0.7 per cent of the channel and is thinner than the width of a line in this drawing. The cells are not in the layer; they fill the channel.

The drift a sound leaves behind

A sound wave moves fluid back and forth and puts it back where it started. Over many cycles it does not: a steady circulation appears, four cells to a wavelength, driven entirely from inside a boundary layer seventy micrometres thick. Its speed contains the sound speed and the amplitude, and it contains no viscosity at all — so making the fluid thinner does not make the drift weaker.

fluids · Viscosity With interference kept, transmission falls exponentially; without it, only as one over the thickness. Light through stacks of randomly thick transparent layers, alternating indices 1 and 2.6, with thicknesses scattered by ±50 per cent about a quarter wave, on a logarithmic scale against the number of layers. The falling line is the transmission with the waves' interference kept, computed exactly by multiplying transfer matrices and averaged as the logarithm over 40 random stacks and five wavelengths. It falls in a straight line: the transmission drops by a factor of e every 17 layers, however thick the stack, which is exponential decay — localisation. The upper curve is the same stacks with every surface's reflection and transmission added as intensities, so that no interference survives. It falls only as one over the thickness, checked to grow in exact proportion, which is the diffusion of light through a cloud: at 400 layers it still transmits 1.0 per cent where the coherent stack typically transmits 4.5·10⁻¹¹.

The walk that interference can stop

Light scattered many times walks through a cloud, and a walk always gets through eventually — a slab twice as thick lets through half as much. Keep the waves' interference instead of adding intensities, and in one dimension the same disorder does something a walk cannot: it stops the light exponentially, traps it in modes with nothing special about where they sit, and turns transmission from a number into a spread over powers of ten. Whether the same can happen to light in three dimensions has been claimed, retracted and argued for thirty years.

optics · Scattering

Named alongside it

The objects these essays reach for when they reach for this one.

Mean free pathRandom walkViscosityEquilibriumTransportIrreversibilityBoundary layerBrownian motionCoherent backscatteringContinuumDissipationEntropy

All concepts