Ubiquitous Random Walk
The first observation of what we now call Brownian motion was probably made by the Dutch physicist Jan Ingenhauez, the discoverer of photosynthesis. In 1785, he put alcohol to good use by sprinkling powdered charcoal on it and observing it under a microscope. The name Brownian motion for the random perambulation of the particles comes from Robert Brown, who published an extensive investigation of similar phenomena in 1828. This was eventually heralded as evidence for molecular nature of matter, and figured crucially in the award of the 1926 Nobel Prize in physics to Jean Perrin for determining the Avogadro number.
KeywordsRandom Walk Diffusion Equation Central Limit Theorem Velocity Space Continuum Limit
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