# Difference between revisions of "Brownian Motion"

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==Applications== | ==Applications== | ||

− | Brownian motion, and the mathematical models that describe it, have been used for over a century to describe a multitude of phenomena. For example, Einstein used Brownian motion to describe both the existence of atoms, and the kinetic model of thermal equilibrium. Among other things, economists have been using Brownian motion since the early 20th century to model the stock market. | + | Brownian motion, and the mathematical models that describe it, have been used for over a century to describe a multitude of phenomena. For example, Einstein used Brownian motion to describe both the existence of atoms, and the kinetic model of thermal equilibrium. Among other things, economists have been using Brownian motion since the early 20th century to model the stock market. For a study of the diffusion of brownian spheres, see [Hydrodynamic Coupling of two brownian spheres to a planar survace]. |

==References== | ==References== | ||

*[http://www.doc.ic.ac.uk/~nd/surprise_95/journal/vol4/ykl/report.html Imperial College of London - Brownian Motion] | *[http://www.doc.ic.ac.uk/~nd/surprise_95/journal/vol4/ykl/report.html Imperial College of London - Brownian Motion] |

## Revision as of 15:09, 20 September 2009

## Definition

Brownian motion was identified by Robert Brown in 1827 after looking at the jittery movement of pollen on water. It can be defined as the apparent random motion of particles suspended on a fluid. The term is often associated with the 'random walk' phenomenon.

## Applications

Brownian motion, and the mathematical models that describe it, have been used for over a century to describe a multitude of phenomena. For example, Einstein used Brownian motion to describe both the existence of atoms, and the kinetic model of thermal equilibrium. Among other things, economists have been using Brownian motion since the early 20th century to model the stock market. For a study of the diffusion of brownian spheres, see [Hydrodynamic Coupling of two brownian spheres to a planar survace].