Diffusion

ME220
BryceTimmons,XimengZhao

Abstract

Randomwalksareaconceptthathasmanyusesthroughoutscienceandeconomics.
Theycanbethoughtofasaverydrunkmanstumblingaroundwherehehasanequal
chanceofsteppingforwardorbackward.Therefore,afteralongrandomwalk,theman
ismostlikelytoenduprightwherehestarted.However,whenexcludingthestatesthat
haveanegligibleprobability,themanisexpectedtoendupwithin 2N stepsofthe
startingposition.Thiscanbeusedtofindthediffusionofagasthrougharoomwhen
usingthemeanfreepathofagas.Thus,wecanrelatethedistancethatthegas
diffusestothetemperatureoftheroom.

Introduction

In1905,KarlPearsonproposedawordrandomwalk,andthiswordwasoriginated
whenhewasobservingtherandomdistributionsofmosquitoesintheforestaftermany
stepsweretaken.Furthermore,thetheoryofrandomwalkwasalsodevelopedby
LouisBachelier.Theideawasrevealedinhisdoctoralthesis,LaTheoriedela
Speculation,publishedin1900.Bachelierappliedthetheoryofrandomwalksto
financialmodelsandrelatedtotheeconomybackthen.Ontheotherhand,Bachelier
wasthefirstonetoseetheconnectionsbetweenrandomwalksanddiffusionequation.
Inaddition,AlbertEinsteinpublishedapaperonBrownianmotionthesameyearKarl
Pearsonproposedrandomwalk,andtheideaofBrownianmotionwashowgas
moleculescollidewithoneanotherandcreaterandompaths.Einstein,insteadof
relatinghisworktoBacheliers,focusedonthecalculationsofdiffusioncoefficientin

termsofviscosityandtemperatureofthegas.In1906,similarideaswerepublishedby
Smoluchowski.
TherandomwalktheoryofBrownianmotionhadagreatimpactonthescientificfield,
andthetheoryofrandomwalkstillinfluencesfieldsinscience,economics,and
engineeringtoday.

Figure1:KarlPearson

Figure2:AlbertEinstein

AnalysisofRandomWalk

Proposedaproblem?
Haveyoueverseenadrunkstumblingalonginanalley,thewayhewalksdoesnot
followanyspecificpattern,sometimesforwardandsometimesbackward.Imaginehe
walksinaonedimensionalpath,andNisthenumberofstepshetakesbeforehefalls
down,wheremostlikelywillhefallfromthestartingpoint?

Solvingtheproblem
Accordingtothesituation,thedrunkwillhavean
equalchanceofwalkingforwardandbackward,
whichmeanstheprobabilityofforwardand
backwardare5050.Logicallyspeaking,thedrunk
wouldwalkanequalamountofnumberforwardand
backward.Therefore,hemostlikelywillendupat
thestartingpoint.

Figure3:RandomWalkDiagram

Takingthisproblemfurther
Supposeanyonetakerandomwalkof10,000steps,andeachstepisabout1yardlong.
Bytheendof10,000steps,howfarshouldheorshebefromthestartingpoint?

DefinitionofGaussianDistribution
TheGaussiandistributionisacontinuousfunctionwhichapproximatestheexact
binomialdistributionofevents.Gaussiandistributionhasthefollowingform:

(xa)2
22

1
f g(x) = 2
e
2

,
mean=a

(1)

Solvingtheproblem
Agoodwaytostartthisproblemistocompareoursituationtothecointossproblem,
sinceineithersituationwehave2possibleresults:headortailforcointossandforward
orbackwardforrandomwalk.Becausewehavealargenumberofsteps,wecanusea
2

Gaussianoftheform ex /N ,whereNisthetotalnumberofstepsandxisthedifference
betweenforwardandbackwardstepsoverN/2.

Basedonmeanfreepath,eachstephasasize
l
,thenetdistancetraveledis2xl.We
assumethenetdistancetraveledisX,thenx=X/2l.Therefore,thedistributionof
endingpositionswillbeinthefollowingform:

eX

/2l2N

(2)

Figure4:Randomwalking

Fromthedistributionequation,wecancalculatethehalfwidthofit,whichis1/eofits
peakvalue.Wecanthencalculatethehalfwidth:
X 2/2l2N

e1 = e

1 = X 2/2l N
X 2 = 2l2N
X = 2N l

(3)

Thehalfwidthis 2N l ,anditisaround140stepsinthiscasewith10,000steps.One
thingtomentionisthatwemightland140stepsawayineitherdirection.

HowRandomWalksRelatingtoDiffusion

Randomwalkappearsinnatureaswell,onegreatexampleisdiffusionofmolecule
throughagas.Theaveragesteplengthisthemeanfreepathofdiffusion,
approximately150nminairunderatmosphericconditions.Also,weknowthatthe
10

averagecollisiontimeofairmoleculesis t = 3 10

s ,whichindicatesthatthe

9
numberofstepsisabout N = 3 10 stepspersecond.Similartotherandomwalk

problem,wecanassumethenetdistancetraveledbythemoleculeis 2N ,whichis
about80,000steps.Thenetdistancetimesthemeanfreepathwillgiveusabout12
mm.

Figure5:Diffusion

Meanfreepath
Meanfreepathistheaveragedistancethemoleculetravelsbetweencollisions,andthe
generalformulaofmeanfreepathisasthefollowing:


RT
2d2N AP

l=

(4)

However,forsimplicity,wecanassumethemeanfreepathisthelengthofacylinder
duetoaveragevolumepermoleculeequalstovolumeofcylinder,wewillhavethe
followingequation:

1 V
l 4r
2 N

(5)

Relatingrandomwalktodiffusion
Fromobservationswerealizethattheaveragenetdistancetraveledisproportionalto
t .WealreadyknowthatthemeanfreepathwouldincreaseproportiontoV/N
(Volume/Numberofmolecules)accordingtoitsdefinition,soitalsoincreases
proportionaltoT(temperature).Duetofastmovingparticles,thecollisiontimeincreases
proportionalto T ,andthenumberofstepstakenpersecondbecomesproportionalto
1/ T .Theexpectednetdistancetraveledisproportionaltonumbersofstepsinterms
of N ,or T 1/4 intermsofT.Multiplythisbythestepsize,whichisproportionaltoT,we
willfindthatthenetdistancesincreasesinproportionalto T 3/4 .

ThelocalizedconcentrationofparticlediffuseswithtimeisaccordingtotheGaussian
distributionasfollows:

ex /4Dt

(6)

Fortheaboveequation,Disthediffusioncoefficient,anditisroughly

D = 12 l v

(7)

Noticethat v istheaveragethermalvelocity,anditcanbecalculatedusingmeanfree
path( l )dividedbyaveragecollisiontime( t ).Therefore,theGaussiandistributioncan
berewrittenasthefollowing:

ex t/2l t

(8)

Because t/t isjustthetotalnumberofsteps(N)thatthemoleculetakesattimet,the

abovedistributionisexactlythesameastheonewesolvedforrandomwalkproblem,
referringtoequation(2).

Conclusion
Arandomwalkisaveryusefultooltoincorporateoveravarietyoffieldssuchas
diffusionandeconomics.Thereisagreatdealofuseindiffusionwhileusingthemean
freepathastheaveragesteplength.Thereisapossibilitythattherearemoreusesfor
randomwalksthroughoutotherareasaswellthathavenotbeenthoughtofyet.Who
wouldveknownthattheoreticallywastedpeoplecouldbesouseful?

Bibliography

Information:
http://ocw.mit.edu/courses/mathematics/18366randomwalksanddiffusionfall2006/lectureno
tes/lec01.pdf

http://physics.oregonstate.edu/~rubin/nacphy/ComPhys/MONTE/mc3/node4.html

http://hyperphysics.phyastr.gsu.edu/hbase/math/gaufcn.html

http://hyperphysics.phyastr.gsu.edu/hbase/kinetic/menfre.html

Pictures:
https://upload.wikimedia.org/wikipedia/commons/6/6f/Einsteinformal_portrait35.jpg

http://singapore.cs.ucla.edu/LECTURE/section1/scan30.gif

http://physics.oregonstate.edu/~rubin/nacphy/ComPhys/MONTE/FIGS/run.gif

http://scifun.chem.wisc.edu/WOP/Images/RandomWalk.gif

https://upload.wikimedia.org/wikipedia/commons/f/f9/Blausen_0315_Diffusion.png