Illustrated Physics
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Series

Diffusion — the series

7 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. 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.

    part 1 · thermodynamics
  2. 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.

    part 2 · thermodynamics
  3. 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.

    part 3 · thermodynamics
  4. Two experiments, two computations, one coefficient. The Seebeck coefficient of a resonant conductor against where its resonance sits relative to the chemical potential, together with the Peltier coefficient divided by the temperature. The first is obtained by applying a temperature difference and finding the voltage that stops the current; the second by applying a voltage at uniform temperature and taking the ratio of the heat flow to the current. Different driving, different measurement, different integral — and the two curves agree to 3.8e-7 of the sweep's own scale across the whole of where they pass through zero and change sign. That equality is Kelvin's relation Π = ST, guessed in 1854 from an argument its author knew was not sound and proved by Onsager in 1931 from microscopic reversibility. It is not a property of this conductor; it holds for every one.

    The second experiment that cannot disagree

    Heat one end of a wire and a voltage appears across it. Pass a current through the same wire at uniform temperature and it carries heat. Those are two different experiments with two different apparatus, and the coefficient in front is the same number in both — not approximately, and not for some materials. The reason is that the equations of motion underneath look the same run backwards.

    part 4 · thermodynamics
  5. The year, arriving underground at four different times. Temperature against depth in soil of diffusivity 0.5 mm²/s, at four times of year, measured from the annual mean. The surface swings by ±12 K; the swing underground is smaller and later, and both are governed by one length, δ = √(2D/ω) = 2.24 m. The amplitude falls as e^(−z/δ) — the dashed envelope — and the phase lags by z/δ radians, so the curves lean over as they go down and cross the axis at different depths. At 7.0 m the lag is half a year: the ground there is at its coldest in August and its warmest in February, in antiphase with the sky, with a swing of 0.52 K left. That is a cellar, and it is also why a water main below about a metre and a half does not know that it froze last week.

    The summer that reaches the cellar in December

    Drive the diffusion equation at its boundary instead of releasing something into it and the solution is a decaying, lagging oscillation with a single length in it. That length governs both the shrinking and the delay, which is why the depth at which the ground is coldest in August is fixed by the same number as the depth at which the seasons stop being felt at all.

    part 5 · thermodynamics
  6. 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.

    part 6 · thermodynamics
  7. 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.

    part 7 · thermodynamics

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