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What is Brownian Motion ? 

Brownian motion, also called Brownian movement, any of various physical phenomena in which some quantity is constantly undergoing small, random fluctuations. It was named for the Scottish botanist Robert Brown, the first to study such fluctuations (1827).

If a number of particles subject to Brownian motion are present in a given medium and there is no preferred direction for the random oscillations, then over a period of time the particles will tend to be spread evenly throughout the medium. Thus, if A and B are two adjacent regions and, at time t, A contains twice as many particles as B, at that instant the probability of a particle’s leaving A to enter B is twice as great as the probability that a particle will leave B to enter A. The physical process in which a substance tends to spread steadily from regions of high concentration to regions of lower concentration is called diffusion. Diffusion can therefore be considered a macroscopic manifestation of Brownian motion on the microscopic level. Thus, it is possible to study diffusion by simulating the motion of a Brownian particle and computing its average behaviour. A few examples of the countless diffusion processes that are studied in terms of Brownian motion include the diffusion of pollutants through the atmosphere, the diffusion of “holes” (minute regions in which the electrical charge potential is positive) through a semiconductor, and the diffusion of calcium through bone tissue in living organisms.

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