Skip to main content
Log in

Brownian motion from a deterministic system of particles

  • Original Research
  • Published:
Synthese Aims and scope Submit manuscript

    We’re sorry, something doesn't seem to be working properly.

    Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

Abstract

Can Brownian motion arise from a deterministic system of particles? This paper addresses this question by analysing the derivation of Brownian motion as the limit of a deterministic hard-spheres gas with Lanford’s theorem. In particular, we examine the role of the Boltzmann-Grad limit in the loss of memory of the deterministic system and compare this derivation and the derivation of Brownian motion with the Langevin equation.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

Notes

  1. See also, e.g., Dürr et al. (1981) and Spohn (1980).

  2. For a historical approach to Brownian motion, which is not addressed in this paper, see e.g., Duplantier (2006), Maiocchi (1990), Genthon (2020).

  3. The BBGKY hierarchy (for Bogoliubov, Born, Green, Kirkwood, and Yvon) is a set of N integro-differential equations that describes the dynamics of the hard-spheres system (see e.g., Lanford, 1975, p. 85).

  4. Gallagher stresses that Bodineau et al.’s derivation ‘‘is an extension of the works (in particular, van Beijeren et al., 1980) where the linear Boltzmann equation was derived for long times’’(2019, p. 79).

  5. Lanford’s derivation of the Boltzmann equation stems from the Gibbs formulation of statistical mechanics. On the difference between the Boltzmann and Gibbs approaches to statistical mechanics, see Frigg (2008).

  6. We could reply that this restriction is only due to mathematical convergence issues, which might be removed in the future (Valente, 2014, p. 332). Moreover, we might stress that Lanford’s theorem is still informative from an in-principle point of view (Valente, 2014, p. 319). This paper does not aim at addressing this debate.

  7. In the same vein as the previous footnote, Valente replies that: “in spite of the above mentioned limitations, the striking point about Lanford’s theorem remains, namely that, for extremely diluted gases contained in a box, under suitable initial conditions one can derive the irreversible Boltzmann equation […]” (2014, p. 321). Again, it is outside the scope of this paper to discuss this point further.

  8. Norton discusses the Boltzmann-Grad limit in the context on his analysis of idealizations vs. approximations. For him, this example shows that the Boltzmann-Grad limit does not support idealization: it “has a limit system too impoverished to supply an inexact description of the finite systems” (2012, p. 16).

  9. The original notations in Golse’s paper (2014) are a for the diameter d, nkl for ωij, n for ω, and C(f) for C(ω).

  10. Golse and Degond argue that this property contributes to the appearance of irreversibility. We do not endorse this conclusion, and it is not within the scope of this paper to discuss the problem of irreversibility. However, we claim that this property is fully relevant to analyse the loss of memory of the deterministic hard-spheres gas.

References

  • Ardourel, V. (2017). Irreversibility in the derivation of the Boltzmann equation. Foundations of Physics, 47, 471–489.

    Article  Google Scholar 

  • Beck, C. (1990). Brownian motion from deterministic dynamics. Physica A: Statistical Mechanics and Its Applications, 169, 324–336.

  • Bodineau, T., Gallagher, I., & Saint-Raymond, L. (2016). The Brownian motion as the limit of a deterministic system of hard-spheres. Inventiones Mathematicae, 203(2), 493–553.

    Article  Google Scholar 

  • Bodineau, T., Gallagher, I., Saint-Raymond, L., & Simonella, S. (2018). One-sided convergence in the Boltzmann-Grad limit. Annales De La Faculté Des Sciences De Toulouse: Mathématiques 6, 27(5), 985–1022.

    Google Scholar 

  • Brown, H. R., Myrvold, W., & Uffink, J. (2009). Boltzmann’s H-theorem, its discontents, and the birth of statistical mechanics. Studies in History and Philosophy of Modern Physics, 40, 174–191.

    Article  Google Scholar 

  • Callender, C. (1999). Reducing thermodynamics to statistical mechanics: the case of entropy. Journal of Philosophy, XCVI, 348–373.

    Google Scholar 

  • Degond, P. (2004). Macroscopic limits of the Boltzmann equation: a review. In P. Degond, L. Pareschi, & G. Russo (Eds.), Modeling and Computational Methods for Kinetic Equations (3–57). Springer.

    Chapter  Google Scholar 

  • Duplantier, B. (2006). Brownian Motion, ‘‘Diverse and Undulating’’. In T. Damour, O. Darrigol, B. Duplantier, & V. Rivasseau (Eds.), Einstein, 1905–2005: Poincaré Seminar 2005 (20–293). Birkhauser Basel.

    Google Scholar 

  • Dürr, D., Goldstein, S., & Lebowitz, J. L. (1981). A mechanical model of Brownian motion. Communications in Mathematical Physics, 78, 507–530.

    Article  Google Scholar 

  • Earman, J. (1986a). The problem of irreversibility. Philosophy of Science, 2, 226–233.

    Google Scholar 

  • Earman, J. (1986b). A primer on determinism. D. Reidel Publishing Company.

    Book  Google Scholar 

  • Frigg, R. (2008). A Field Guide to Recent Work on the Foundations of Statistical Mechanics. In D. Rickles (Ed.), The Ashgate Companion to Contemporary Philosophy of Physics (99–196). Ashgate.

    Google Scholar 

  • Gallagher, I. (2019). From Newton to Navier-Stokes, or how to connect fluid mechanics equations from microscopic to macroscopic scales. Bulletin of the American Mathematical Society, 56, 65–85.

  • Genthon, A. (2020). The concept of velocity in the history of Brownian motion. From physics to mathematics and vice versa. The European Physical Journal H, 45, 49–105. quoted version: https://arxiv.org/abs/2006.05399

  • Golse, F. (2014). De Newton à Boltzmann et Einstein: validation des modèles cinétiques et de diffusion. Séminaire BOURBAKI, Mars 2014, 2013–2014, n°1083. https://hal-polytechnique.archives-ouvertes.fr/hal-01089520/document

  • Lanford, O. E. (1975). Time evolution of large classical systems. In Moser, J. (Ed.) Dynamical systems, theory and applications, (pp. 1–111). Berlin: Springer. Lecture Notes in Theoretical Physics Vol.38

  • Lanford, O. E. (1976). On the derivation of the Boltzmann equation. Asterisque, 40, 117–137.

    Google Scholar 

  • Luczak, J. (2016). On how to approach the approach to equilibrium. Philosophy of Science, 83(3), 393–411.

    Article  Google Scholar 

  • Maiocchi, R. (1990). The case of Brownian motion. The British Journal for the History of Science, 23(3), 257–283.

    Article  Google Scholar 

  • Mazenko, G. (2006). Nonequilibrium Statistical Mechanics. Wiley.

    Book  Google Scholar 

  • Nelson, E. (2001). Dynamical theories of Brownian motion (2nd ed.). Princeton University Press.

    Google Scholar 

  • Norton J. D, (2017). Indeterministic Physical Systems, in The Material Theory of Induction, https://www.pitt.edu/~jdnorton/papers/material_theory/15%20Indeterministic.pdf

  • Norton, J. D. (2012). Approximation and idealization: why the difference matters. Philosophy of Science, 79(2), 207–232.

    Article  Google Scholar 

  • Pitman, J. and Yor, M. (2018). A guide to Brownian motion and related stochastic processes. https://arxiv.org/abs/1802.09679

  • Reif, F. (1965). Fundamentals of statistical and thermal physics. McGraw Hill.

    Google Scholar 

  • Rogers, L. C. G., & Williams, D. (2000). Diffusions, Markov processes, and martingales (Vol. 1). Cambridge University Press, Cambridge.

    Book  Google Scholar 

  • Sklar, L. (2015), "Philosophy of Statistical Mechanics", The Stanford Encyclopedia of Philosophy (Fall 2015 Edition), Edward N. Zalta (ed.), URL https://plato.stanford.edu/archives/fall2015/entries/statphys-statmech.

  • Spohn, H. (1980). Kinetic equations from Hamiltonian dynamics: Markovian limits. Reviews of Modern Physics, 53, 569–615.

    Article  Google Scholar 

  • Uffink, J. (2001). Bluff your way in the second law of thermodynamics. Studies in History and Philosophy of Modern Physics, 32, 305–394.

    Article  Google Scholar 

  • Uffink, J. (2007). Compendium to the foundations of classical statistical physics. In J. Butterfield & J. Earman (Eds.), Handbook for the philosophy of physics, Part B (pp. 923–1074). Elsevier.

    Chapter  Google Scholar 

  • Uffink, J., & Valente, G. (2015). Lanford’s Theorem and the emergence of irreversibility. Foundations of Physics, 45, 404–438.

    Article  Google Scholar 

  • Valente, G. (2014). The approach towards equilibrium in Lanford’s theorem. European Journal of Philosophy of Science, 4(3), 309–335.

    Article  Google Scholar 

  • van Beijeren, H., Lanford, O. E., Lebowitz, J. L., & Spohn, H. (1980). Equilibrium time correlation functions in the low density limit. Journal of Statistical Physics, 22, 237–257.

    Article  Google Scholar 

  • Villani, C. (2010). (Ir)reversibilité et entropie. Séminaire Poincaré XV, Le Temps, 17–75. Institut Henri Poincaré, Paris.

  • Wannier, G. H. (1987). Statistical physics. Dover Publications.

    Google Scholar 

Download references

Acknowledgements

I am grateful to Anouk Barberousse, Laurent Desvillettes, Nicolas Fillion, Sébastien Rivat, and Laure Saint-Raymond for their helpful feedback on the manuscript. I also thank the two anonymous reviewers for their constructive comments. A previous version of the paper has been presented at the annual meeting of the British Society for the Philosophy of Science 2017, at a workshop on indeterminism organized by Augustin Baas, Michael Esfeld and Christian Wüthrich (Geneva, 2017), and at a workshop on philosophy of science organized by Sorin Bangu (Bucharest, 2018), and benefited from discussions with their audience.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Vincent Ardourel.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ardourel, V. Brownian motion from a deterministic system of particles. Synthese 200, 29 (2022). https://doi.org/10.1007/s11229-022-03577-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s11229-022-03577-2

Keywords

Navigation