The Brownian movement was discovered in 1827 by Robert Brown, a botanist. While he was studying microscopic life, he noticed little particles of plant pollens jiggling around in the liquid he was looking at in the microscope, and he was wise enough to realize that these were not living, but were just little pieces of dirt moving around in the water. In fact, he helped to demonstrate that this had nothing to do with life by getting from the ground an old piece of quartz in which there was some water trapped. It must have been trapped for millions and millions of years, but inside he could see the same motion. What one sees is that very tiny particles are jiggling all the time.

This was later proved to be one of the effects of molecular motion, and we can understand it qualitatively by thinking of a great push ball on a playing field, seen from a great distance, with a lot of people underneath, all pushing the ball in various directions. We cannot see the people because we imagine that we are too far away, but we can see the ball, and we notice that it moves around rather irregularly. We also know, from the theorems that we have discussed in previous chapters, that the mean kinetic energy of a small particle suspended in a liquid or a gas will be 3/2 kT even though it is very heavy compared with a molecule. If it is very heavy, that means that the speeds are relatively slow, but it turns out, actually, that the speed is not really so slow. In fact, we cannot see the speed of such a particle very easily because although the mean kinetic energy is 3/2 kT, which represents a speed of a millimeter or so per second for an object a micron or two in diameter, this is very hard to see even in a microscope, because the particle continuously reverses its direction and does not get anywhere. How far it does get we will discuss at the end of the present chapter. This problem was first solved by Einstein at the beginning of the 20th century.

Incidentally, when we say that the mean kinetic energy of this particle is 3/2 kT, we claim to have derived this result from the kinetic theory, that is, from Newton’s laws. We shall find that we can derive all kinds of things—marvelous things—from the kinetic theory, and it is most interesting that we can apparently get so much from so little. Of course, we do not mean that Newton’s laws are “little”—they are enough to do it, really—what we mean is that we did not do very much. How do we get so much out? The answer is that we have been perpetually making a certain important assumption, which is that if a given system is in thermal equilibrium at some temperature, it will also be in thermal equilibrium with anything else at the same temperature. For instance, if we wanted to see how a particle would move if it was really colliding with water, we could imagine that there was a gas present, composed of another kind of particle, little fine pellets that (we suppose) do not interact with water, but only hit the particle with “hard” collisions. Suppose the particle has a prong sticking out of it; all our pellets have to do is hit the prong. We know all about this imaginary gas of pellets at temperature T—it is an ideal gas. Water is complicated, but an ideal gas is simple. Now, our particle has to be in equilibrium with the gas of pellets. Therefore, the mean motion of the particle must be what we get for gaseous collisions, because if it were not moving at the right speed relative to the water but, say, was moving faster, that would mean that the pellets would pick up energy from it and get hotter than the water. But we had started them at the same temperature, and we assume that if a thing is once in equilibrium, it stays in equilibrium—parts of it do not get hotter and other parts colder, spontaneously.

This proposition is true and can be proved from the laws of mechanics, but the proof is very complicated and can be established only by using advanced mechanics. It is much easier to prove in quantum mechanics than it is in classical mechanics. It was proved first by Boltzmann, but for now we simply take it to be true, and then we can argue that our particle has to have 3/2 kT of energy if it is hit with artificial pellets, so it also must have 3/2 kT when it is being hit with water at the same temperature and we take away the pellets; so, it is 3/2 kT. It is a strange line of argument, but perfectly valid.

In addition to the motion of colloidal particles for which the Brownian movement was first discovered, there are a number of other phenomena, both in the laboratory and in other situations, where one can see Brownian movement. If we are trying to build the most delicate possible equipment, say a very small mirror on a thin quartz fiber for a very sensitive ballistic galvanometer (Fig. 41–1), the mirror does not stay put, but jiggles all the time—all the time—so that when we shine a light on it and look at the position of the spot, we do not have a perfect instrument because the mirror is always jiggling. Why? Because the average kinetic energy of rotation of this mirror has to be, on the average, 1/2 kT.

Fig. 41–1. (a) A sensitive light-beam galvanometer. Light from a source L is reflected from a small mirror onto a scale. (b) A schematic record of the reading of the scale as a function of the time.

What is the mean-square angle over which the mirror will wobble? Suppose we find the natural vibration period of the mirror by tapping on one side and seeing how long it takes to oscillate back and forth, and we also know the moment of inertia, I. We know the formula for the kinetic energy of rotation—it is given by Eq. (19.8): T=1/2 Iω². That is the kinetic energy, and the potential energy that goes with it will be proportional to the square of the angle—it is V=1/2 αθ². But if we know the period t₀ and calculate from that the natural frequency ω₀=2π/t₀, then the potential energy is V=1/2 Iω²₀θ². Now we know that the average kinetic energy is 1/2 kT, but since it is a harmonic oscillator, the average potential energy is also 1/2 kT. Thus

In this way we can calculate the oscillations of a galvanometer mirror, and thereby find what the limitations of our instrument will be. If we want to have smaller oscillations, we have to cool the mirror. An interesting question is, where to cool it. This depends upon where it is getting its “kicks” from. If it is through the fiber, we cool it at the top—if the mirror is surrounded by a gas and is getting hit mostly by collisions in the gas, it is better to cool the gas. As a matter of fact, if we know where the damping of the oscillations comes from, it turns out that that is always the source of the fluctuations also, a point which we will come back to.

Fig. 41–2. A high-Q resonant circuit. (a) Actual circuit, at temperature T. (b) Artificial circuit, with an ideal (noiseless) resistance and a “noise generator” G.

The same thing works, amazingly enough, in electrical circuits. Suppose that we are building a very sensitive, accurate amplifier for a definite frequency and have a resonant circuit (Fig. 41–2) in the input so as to make it very sensitive to this certain frequency, like a radio receiver, but a really good one. Suppose we wish to go down to the very lowest limit of things, so we take the voltage, say off the inductance, and send it into the rest of the amplifier. Of course, in any circuit like this, there is a certain amount of loss. It is not a perfect resonant circuit, but it is a very good one and there is a little resistance, say (we put the resistor in so we can see it, but it is supposed to be small). Now we would like to find out: How much does the voltage across the inductance fluctuate? Answer: We know that 1/2 LI² is the “kinetic energy”—the energy associated with a coil in a resonant circuit. Therefore, the mean value of 1/2 LI² is equal to 1/2 kT—that tells us what the rms current is and we can find out what the rms voltage is from the rms current. For if we want the voltage across the inductance the formula is , and the mean absolute square voltage on the inductance is  and putting in 1/2 L⟨I/2⟩=1/2 kT, we obtain

So now we can design circuits and tell when we are going to get what is called Johnson noise, the noise associated with thermal fluctuations!

Where do the fluctuations come from this time? They come again from the resistor—they come from the fact that the electrons in the resistor are jiggling around because they are in thermal equilibrium with the matter in the resistor, and they make fluctuations in the density of electrons. They thus make tiny electric fields which drive the resonant circuit.

Electrical engineers represent the answer in another way. Physically, the resistor is effectively the source of noise. However, we may replace the real circuit having an honest, true physical resistor which is making noise, by an artificial circuit which contains a little generator that is going to represent the noise, and now the resistor is otherwise ideal—no noise comes from it. All the noise is in the artificial generator. And so, if we knew the characteristics of the noise generated by a resistor, if we had the formula for that, then we could calculate what the circuit is going to do in response to that noise. So, we need a formula for the noise fluctuations. Now the noise that is generated by the resistor is at all frequencies, since the resistor by itself is not resonant. Of course, the resonant circuit only “listens” to the part that is near the right frequency, but the resistor has many different frequencies in it. We may describe how strong the generator is, as follows: The mean power that the resistor would absorb if it were connected directly across the noise generator would be ⟨E²⟩/R, if E were the voltage from the generator. But we would like to know in more detail how much power there is at every frequency. There is very little power in any one frequency; it is a distribution. Let P(ω) dω be the power that the generator would deliver in the frequency range dω into the very same resistor. Then we can prove (we shall prove it for another case, but the mathematics is exactly the same) that the power comes out

and is independent of the resistance when put this way.