Brownian Motion

Brownian motion is a phenomenon discovered by the botanist Robert Brown in 1827. He observed that small pollen grains suspended in water describe very irregular movements. The motion is due to the impacts of incessantly moving molecules of water on the pollen grains. The process was explained by Einstein in 1905 as a consequence of thermal energy, then after by Langevin in 1908 through the concept of stochastic differential equation. Continue reading

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