Illustrated Physics
physics, drawn
Concept

Random walk — where it appears

A path built from independent steps, whose net displacement grows as the square root of their number rather than in proportion to it. The square root is why diffusion is fast over small distances and hopeless over large ones, and it is the same arithmetic wherever independent errors accumulate.

Named by 18 essays across 8 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 Decay, and the ensemble it is a property of. 400 nuclei followed for 4 half-lives. The smooth curve is the exponential; the stepped traces are 3 independent runs in which every nucleus was given its own decay time and told nothing about the others. The number surviving halves at each dashed line — 200, 100, 50, 25 — and it halves again over the next interval regardless of how long the sample has already been sitting there, which is the property no ordinary clock has. The traces wander further from the curve as the numbers get small: at the end only about 25 are left and the scatter is a visible fraction of that.

A nucleus with no clock

A half-life is a precise number and no individual nucleus has one. Each has the same chance of decaying in the next second as it had on the day it formed, and the exponential curve is a property of the population rather than of any member of it.

quantum · Decay 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 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 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 A delay that grows as the square root of the length. The differential group delay between the fastest and slowest polarisation states of a fibre built from sections 100 m long, each a slightly birefringent waveplate with its axis at a random angle, against length up to 400 km. Three individual fibres are drawn faint, and the root-mean-square delay over 300 of them heavy. The ensemble grows as a power 0.50 of the length — the square root, because each section rotates the polarisation it receives before adding its own delay, so the delays add like the steps of a random walk in three dimensions rather than like lengths laid end to end. At 100 km the mean delay is 5.18 ps against 5.00 ps for a coefficient of 0.5 ps/√km. Had the axes all been aligned, the same sections would have added to 172 ps at that length, growing in proportion, and the drawn dashed line leaves the frame within a few kilometres. The randomness is what keeps the delay small, and it is also what makes it impossible to compensate with a fixed device.

The delay that is a random variable

A fibre's core is very slightly elliptical, so its two polarisations travel at very slightly different speeds — and the ellipse turns, at random, every hundred metres or so. The delays of the pieces do not add. They random-walk, so the total grows as the square root of the length, follows the same distribution as the speeds of gas molecules, differs from one wavelength to the next, and on any particular day may be three times its average.

optics · Dispersion The potential at a point is where its walkers end up. A square divided into a 24-step grid, with its top edge held at a potential of 1 and the other three edges at 0. From the probe point (0.29, 0.71), 4000 random walkers each step to one of their four neighbours with equal chance until they touch an edge; six of them are drawn, each ending with a dot on the edge it reached. The fraction that end on the held edge is 0.405 ± 0.008, one standard error, after an average of 122 steps. Solving Laplace's equation on the same grid by repeatedly replacing every value with the average of its four neighbours gives 0.408, and the series solution for the continuous square gives 0.408. The walkers were never told the equation: a value that is the average of its neighbours and a probability of ending somewhere are the same arithmetic.

The potential is where the wanderers stop

Start a random walker at a point between charged conductors and let it wander until it touches one of them. The average potential of the surfaces the walkers touch is the potential at the starting point — exactly, with no equation solved — and the charge a conductor keeps at each place on its surface is the chance that a walker arriving from far away touches it there first.

electromagnetism · Potential 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 A wall pulled away fast leaves the energy behind. The energy of a ball bouncing in a box whose wall is moved, against the length of the box, for 3 wall speeds — each a fraction of the ball's own starting speed — with the adiabatic prediction drawn dashed. Every collision is solved for exactly rather than stepped, so nothing here assumes the wall is slow. Moved slowly, the wall takes energy from the ball at the adiabatic rate, and the energy falls as the inverse square of the length. Moved as fast as the ball is moving, it takes almost nothing: the ball cannot catch a wall retreating faster than it travels, so the collisions stop and the energy stops falling. That is the difference between a gas pushing a piston and a gas expanding into a vacuum, and it is drawn here for one particle. At the end of the range the slowest wall leaves the energy at 0.058 of its starting value and the fastest at 1.000, against an adiabatic 0.065.

The wall that moves while the ball is in flight

Energy is conserved because the rules do not depend on the time. Move the walls of a box and the rules do depend on the time, so what is inside gains or loses without limit — and how much depends entirely on how fast. Moved slowly, a wall takes energy at exactly the rate the adiabatic law says; moved faster than the ball travels, it takes none at all, and the same box is a piston or a vacuum according to a speed.

mechanics · Energy 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 The same rate for every size of molecule. The diffusion-limited rate constant for two equal spherical molecules meeting in water at 25 °C, against their radius from 0.1 to 100 nm: 8kT/3η = 7.43·10⁹ per molar per second, flat. The dashed line is what a larger target would give if its partner kept the mobility of a 0.3 nm molecule — 7.4·10¹¹ at 30 nm — the intuition that a bigger molecule is easier to hit. Stokes and Einstein's law takes it away again: a molecule twice as big is twice as easy to hit and diffuses half as fast, and the two cancel exactly. Every reaction whose partners react at the first touch runs at close to this one number, whether the partners are ions, small organic molecules or proteins.

The speed limit that does not care how big the molecules are

Two molecules in water cannot react faster than they can find each other, and how fast they find each other is set by diffusion. A bigger molecule is an easier target, so it seems a reaction between big molecules should be faster. It is not: a molecule twice as big is twice as easy to hit and wanders half as fast, and the two cancel exactly. Every reaction that happens at the first touch runs at the same rate, about seven billion per molar per second in water, whether the partners are ions or proteins — a speed limit written by the viscosity of water and the temperature, and nothing else.

thermodynamics · Diffusion Chains counted, and then blobs. The osmotic pressure of a polymer solution in a good solvent against concentration, on logarithmic axes, for chains of 1,000, 10,000, 100,000 segments. Dilute, each chain is one particle and the pressure is van 't Hoff's, proportional to the number of chains: a line of slope one, lower for longer chains by the ratio of their lengths. Past the overlap concentration of each, marked, the coils interpenetrate and the curves bend up onto a single line of slope 2.31 that does not depend on chain length at all. The overlap concentration falls as the chains lengthen, by a factor of 5.8 for each tenfold increase in length, which is why the longest chains leave the counting of molecules first.

The pressure that stops counting molecules

Van 't Hoff's law counts dissolved particles, and for a dilute polymer each chain is one particle, however many thousand segments it has. That is how osmometers weigh polymers. Concentrate the solution until the coils overlap and the count changes. The pressure stops depending on how long the chains are and grows as the 2.3 power of the concentration, the same for chains a thousand segments long and a hundred thousand. The unit being counted is no longer a molecule. It is a stretch of chain as long as the mesh of its neighbours allows, and it has no chemical identity at all.

fluids · Osmosis What one trajectory says, and what the crowd says. For the walk with α = 0.5: the time-averaged mean-square displacement of each of 12 single trajectories, each watched for 10000 time units — the average of the squared displacement over every window of a given lag along that one path — against the lag, on logarithmic axes (thin lines), and the mean-square displacement of an ensemble of 800 walkers at the same times (thick). The ensemble spreads as t^0.5. Every single trajectory's time average grows nearly in proportion to the lag — mean slope 0.82, where the ensemble's is 0.5 — as if it were ordinary diffusion, and the trajectories disagree with one another about the diffusion coefficient by more than a factor of ten. A time average along one path and an average over many paths, which for ordinary diffusion are the same thing, here give different laws. That is weak ergodicity breaking, and it is what a single-molecule tracking experiment has to be read against.

The diffusion that slows the longer it is watched

A random walker whose steps come at irregular times still diffuses normally, provided the waits have a finite average. Let the waits have no average — mostly short, occasionally enormous, as they are for a molecule that keeps getting stuck — and three things change at once. The spread grows more slowly than time. A diffusion coefficient measured by following one particle depends on how long it was followed. And following one particle for a long time no longer tells what many particles do: averages along a path and averages over a crowd give different laws. Tracking single molecules inside living cells runs straight into all three.

thermodynamics · Diffusion A cluster grown by random walkers. 3000 particles, each released far away to wander at random on a square grid until it first touches the cluster and sticks there, starting from one seed at the centre. Colour marks the order of arrival: the first third (violet), the second (blue), the last (red). The cluster is 220 grid steps across, branched and open, and almost every late arrival is at the outer tips: walkers wander into the outer branches long before they can find their way into the gaps between them. The gaps never fill.

The cluster that grows where the walkers arrive

Let particles wander in one at a time from far away, each sticking where it first touches a growing clump. The rule has nothing in it about shape, and the clump that results is a lacy, branched thing whose mass grows more slowly than its area, so it gets emptier the bigger it gets. The reason is that a random walker reaches the outermost tips long before it can find its way into a gap between branches. The same arithmetic — the probability that a walker arrives is a solution of Laplace's equation — shapes electrodeposits, lightning-like discharges in plastic, fingers of water pushed into oil, and colonies of bacteria short of food.

thermodynamics · Diffusion A pile of glass plates, added two ways. The transmission of light at normal incidence through a pile of N glass plates (index 1.5) in air, on a logarithmic axis, against N. Dashed: Stokes's 1862 result for light whose reflections add as intensities, T = (1 − R)/(1 + (2N − 1)R) with R = 0.040 per surface, which falls only as 1/N: 0.107 at 100 plates, 0.029 at 400. Solid: the same pile with the reflections added as waves and every plate and gap of random thickness, as ⟨ln T⟩ over 200 random piles (red) and for one pile (grey). It falls in a straight line, by 0.0843 per plate, an exponential decay with a localisation length of 24 plates: 10⁻³ at 100 plates and 10⁻¹⁴ at 400. Interference with random phases does not average away; it traps.

The pile of glass that stops every colour

A sheet of window glass reflects about eight per cent of the light that falls on it. A pile of a hundred sheets, George Stokes calculated in 1862, should still let through a tenth, because each extra sheet only adds a little more reflection to the total. That is right for sunlight, whose colours are too mixed to interfere. For a single colour, with every sheet and every gap a slightly different thickness, the same pile lets through a thousandth, and a pile of four hundred a hundred-millionth of a millionth. Interference with random phases does not average away into the intensity sum. In one dimension it traps every wave, at every wavelength, however weak each reflection is.

waves · Periodic media A peak that keeps growing while the light stays on. The momentum distribution of 20,000 atoms in a one-dimensional dark-state scheme after 100, 1,000 and 10,000 scattering times, as a density per unit of ħk, in bins a hundredth of ħk wide. There is no steady state. The peak at zero grows taller and narrower for as long as the light is on — its height reaches 29 per ħk by the last time — and the share of atoms within a tenth of a photon's momentum climbs from 55 to 87 to 96 per cent. The atoms are not pushed into the peak; they fall into it at random and the light stops touching them.

The atoms the light stops touching

Every photon an atom scatters kicks it by the same small amount in a random direction, so a gas that keeps scattering light cannot be colder than one kick. The way below is not a stronger friction but a weaker touch: arrange for the light to stop scattering off atoms that are nearly at rest. Then the coldest atoms are not cooled, only left alone, for times that have no average — and the gas never settles into a temperature at all, but piles into a peak that narrows for as long as the light stays on.

astrophysics · Radiation pressure A signal that dies, and comes back when the spins are turned over. The size of the signal from an ensemble of proton spins whose precession rates are spread by 20 Hz (root mean square) about the mean, with a true relaxation time T₂ of 80 ms, against time after they are tipped. The free signal falls to 1/e in about 10 ms and to 0.03 by 20 ms: not because any spin has relaxed but because they have fanned out. A π pulse at 30 ms (marked) turns every spin over, and at 60 ms the signal returns to 0.472 — exactly e^(−2τ/T₂), the dashed envelope, since every static difference in rate has cancelled. Without the pulse the signal at 60 ms is below one part in a million.

The echo that gives back everything but the wandering

Tip a sample of protons in a slightly uneven magnetic field and their signal dies within milliseconds. None of them has relaxed: they have fanned out, each precessing at the rate its own patch of field sets. Turn every spin over halfway through and the fan closes again, and the signal comes back as an echo, smaller only by the decay that was real. What the echo cannot return is a phase gained while a spin moved, and that one loss, which grows as the cube of the waiting time, is how a scanner finds a stroke within minutes.

quantum · Spin Two metals mixing at unequal speeds. The fraction of the fast-diffusing species A against position across a welded couple, A on the left and B on the right, at three times in the ratio 1 : 4 : 16, when A diffuses 3 times as fast as B, from Darken's equations, in units in which B's diffusivity and the middle time are both one; each profile's marker — an inert wire laid at the original weld — as a dot on it. The profiles spread as the square root of time, and they are lopsided: A pours into B's side faster than B into A's, so the mixed zone extends further into B. The markers do not stay at the weld. They move into A's side — by 0.39, 0.80 and 1.63 units at the three times — because the lattice planes of A's side are being emptied faster than they are filled. That drift, first seen in copper and brass in 1947, is the Kirkendall effect.

The markers that move because atoms are unequal

In 1947 Ernest Kirkendall and Alice Smigelskas wound fine molybdenum wires around a bar of brass, plated it thickly with copper, and heated it for fifty-six days. The wires, which do not dissolve in either metal, ended closer together: the brass inside them had shrunk. Zinc had diffused out of the brass faster than copper diffused in, and the lattice planes of the brass had been taken away along with the zinc. If atoms in a metal moved by swapping places with each other, the two flows would have had to be equal. They were not, and the only way the books balance is if atoms move by jumping into vacancies — empty lattice sites — that flow the other way. The wires were the first direct evidence that diffusion in metals runs on holes.

thermodynamics · Diffusion

Named alongside it

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

DiffusionBrownian motionIrreversibilityMean free pathMean square displacementMultiple scatteringAnderson localisationCapacitanceCoherent backscatteringDiffusion coefficientDisorderErgodicity

All concepts