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Lecture 5: Mean free path and transport phenomena

Summary Clausius introduced the concept of mean free path. Linear transport phenomena are outlined. Fluxes are proportional to ()gradients of the density elds. Transport coecients in the gas phase can be estimated with the aid of elementary kinetic theory. Maxwell used shear viscosity and the van der Waals equation of state to estimate Avogadros constant and the molecular size for the rst time. Key words Mean free path, linear transport phenomena, density, ux, gradient, divergence, conservation law, Laplacian, transport coecient, diusion, diusion coecient, shear viscosity, heat conductivity What you should be able to do Rudimentary vector analysis should be reviewed (gradient, divergence, Laplacian; you must explain their intuitive meanings). Understand how to handle the averages of vector components. You should be able to understand how to derive the partial dierential equation describing the conservation law. Recognize that there are some relations among transport coecients; dimensional analysis is useful.

Mean free path Dutch meteorologist C. H. D. Buys-Ballot (1817-1890)73 noticed that if the molecules of gases really moved that fast as Clausius estimated, the mixing of gases by diusion should have been much faster than we observed it to be.
What Clausius did in his famous paper, Uber die Art der Bewegung, welche wie W arme nennen,74 was just to use P V = 2N K /3 = N m v 2 /3. = N m/V is the density of the gas, so v 2 = 3P/. who noticed the Buys-Ballot law: In the Northern Hemisphere, if a person stands with his back to the wind, the low pressure area will be on his left (published in 1857). 74 Ann Phys und Chem 1857 No3. This is found on p376.
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Thus, basically, we need the density of the gas under a given pressure P . For example, for oxygen under 1 atm, = 1.33 kg.m3 m, so vrms = 3 105 /1.33 = 475 m/s, which is close enough to Clausius number 461 m/s.

Upon this criticism, Clausius (185875 ) realized that the gas molecules have large enough diameters so a molecule cannot move very far without colliding with another one. In this way Clausius dened a new parameter called the mean free path of gas that describes the average distance a molecule can run between two consecutive collisions. We can obtain it with the idea of sweeping volume by a particle (see Fig. 5.1). Assume all the gas particles but one are stationary. The moving molecule sweeps a cylinder (sweep volume) of radius d (= the diameter of the molecule). If this volume does not contain any center of mass of other stationary molecules, no intermolecular collision occurs. If it contains one, there is a collision. Therefore, if the sweep volume n 1, where n is the number density, the height of the cylinder must be the mean free path length. Hence, we guess = cV /N d2 , (5.1)

where V is the volume, N is the number of molecules in the volume, d is the diameter of the molecule (or d2 is the cross-section of the sweep volume), and c is a numerical constant.
d
l
sw pv ee olu me

Figure 5.1: Intuitive explanation of (5.1). The sweep volume is illustrated. However, all the molecules are moving. When they collide, the average relative speed must be the relevant velocity, which is 2 times the mean velocity. Therefore, 1 V = = (5.2) 2 2nd 2N d2
[1858: the Lincoln-Douglas debate, the Government of India Act. However, the most important event was that the idea of natural selection was ocially published by Darwin and Wallace. Physicists should recognize that Boltzmann called the 19th century the century of Darwin (not of Maxwell) (see E Broda, Ludwig Boltzmann, MenschPhysikerPhilosoph (F Deuticke, 1955) Part III).]
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60 must be the true mean free path length. Another estimation of mean free path length We can reach the same estimate for as follows. must be = the mean traveling distance in t . the average number of collisions in t (5.3)

The mean traveling distance in t may be represented by the root-mean square velocity v times t. The collision occurs with the relative velocity w. Therefore, the average number of collisions in t = n wt d2 (we follow the idea of the sweep volume again). Hence, we have reached the same result: = 1 vt = . 2 wd nt 2d2 n (5.4)

Why transport phenomena matter Clausius did not have any method to estimate . However, as we can expect from the criticism by Buys-Ballot, if we could study the so-called transport phenomena, there is a hope to determine . This is a step toward estimating N . This was exactly what Maxwell accomplished through his study of viscosity (= transport of momentum) of gases, and gave the rst realistic estimation of Avogadros number. To understand what he accomplished, we must know a bit about transport phenomena.

What is a (linear) transport phenomenon? Suppose a macroscopic system is not far away from equilibrium. The system may be spatially nonuniform, but is macroscopically only gently so. For example, the number density of th molecules in the system may not be spatially constant and may be described as a number-density eld n(t, r ), where t is time and r is the spatial position vector. Generally speaking, if there is a spatial nonuniformity in some physical quantity,76 there is a eld of its density X (t, r ). We can expect a ow of this physical quantity to reduce the nonuniformity. Thus, X must be transported from one point to another. This is generally called the transport phenomena. If X/t is a linear functional of X ,77 we say the transport phenomenon is linear.
In transport phenomena, we are interested in extensive quantities. We will learn what they are later. 77 linear functional implies the following: for an arbitrary constant , if X X , then X/t X/t.
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Density Let X be a physical quantity transferred by molecules. Its density around space-time point (t, r ) may be expressed as X (t, r ) =
r i d (r ) xi

d (r )

(5.5)

where xi is the quantity carried by the ith molecule whose spatial location is r i at time t. Here, the volume element d is very small from the macroscopic point of view, but it is actually huge from the microscopic molecular point of view. The law of large numbers tells us that X (t, r ) thus dened is not appreciably uctuating, so we identify it with the density of X at (around) r at time t. Flux To describe the ow of X , we need the concept of ux. A ux J X of X is a vector pointing in the direction of the ow, whose magnitude is the amount of the quantity going through the unit cross section per unit time (see Fig. 5.2). We may often write J X to be the product of the density of X and the velocity of the underlying ow.
JX A

Figure 5.2: The ux vector J X for the quantity X : its direction is the transport direction, and its magnitude is the ow rate: the quantity of X through the area A perpendicular to J X (converted to the amount per unit area) per unit time. If the transport phenomenon is linear, the ux J X of X is proportional to the gradient of its density grad X (r ) (its direction is opposite; cf. Fig. 5.3): J X = L grad X (r ), where L is a positive constant called the transport coecient. The gradient of X is the following vector: grad X X = X X X ex + ey + ez , x y z (5.7) (5.6)

where ek is the directional vector (unit vector) in the k -axis direction. That is, componentwisely, X X X (5.8) grad X = , , . x y z

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X(r)

grad X

JX

Figure 5.3: Gentle nonuniformity causes transport phenomena. The gradient vector grad X points in the direction of increasing density X (darker region), so the ux driven by the gradient points in the grad X direction.

Divergence If X is conserved, then X (r ) = div J X (r ). t (5.9)

To understand that this expresses the conservation law for X , we must understand what div implies. The divergence of the ux J X at point P (the amount of X per unit volume coming out of P ) is dened as follows: div J X = lim
V

V P

J X dS . d V

(5.10)

Here, limV P implies the limit along the sequence of (singly connected) volumes V converging to point P (Fig. 5.4) with its surface V and dS is the surface area element, whose direction is the outward normal direction, and the magnitude dS is the area of the area element. Thus, the numerator on the right-hand side is the total amount of X going out of the volume V in unit time.
P JX
nested sequence of V

Figure 5.4: The divergence of the ux J X at P is dened by the limit over the nested sequence
of volumes V converging to a point P : div J X = limV P
V

J X dS /

d .

If we use the Cartesian coordinate system,

V P

lim

J X dS d V

5. LECTURE 5: MEAN FREE PATH AND TRANSPORT PHENOMENA

=

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[Jx (x + dx, y, z ) Jx (x, y, z )]dydz + [Jy (x, y + dy, z ) Jy (x, y, z )]dxdz + [Jz (x, y, z + dz ) Jz (x, y, z )]dxdy , dxdydz (5.11)

That is, div J X = Jx Jy Jz + + = JX. x y z (5.12)

If you need a review of vector analysis, go to, e.g., http://www.yoono.org/ApplicableMath/ApplicableMath_files/AMI-2.pdf Section 2.C. Local expression of conservation law Suppose the density X is conserved. The total amount of X coming into the volume element d = dxdydz , that is, div J X dxdydz must be the increase of X in it. Therefore, we have X dxdydz = div J X dxdydz (5.13) t that is, the conservation equation (5.9) has been derived. If X can be produced with the rate per unit volume (say, due to a chemical reaction), (5.9) is modied to the following general conservation law with production: X = div J X + . t (5.14)

Diusion equation Let us rst study the simplest linear transport phenomenon: the diusion of particles. We know the number of particles is conserved without any chemical reaction. Therefore, if J is the number ux (5.9) is n = div J . t We assume linear transport of particles (called Ficks law) J = D grad n, (5.16) (5.15)

where D is the diusion coecient. Combining these two, we get the diusion equation: n(t, r ) = D n(t, r ), (5.17) t

64 where is the Laplacian: = 2 2 2 + + . x2 y 2 z 2 (5.18)

The meaning of Laplacian If you understand the meaning of the Laplacian, you will feel the diusion equation very natural. Let us consider the 1d Laplacian. It is nothing but d2 /dx2 . If we compute the second derivative numerically, we use, for example, the following discretization d2 f (x) f (x + x/2) f (x x/2) 1 = 2 dx x x so f (x + x) f (x) f (x) f (x x) x x , (5.19) d2 f (x) f (x + x) + f (x x) f (x). (5.20) dx2 2 That is, d2 f /dx2 local average of f around x f (x). You can conrm this conclusion, studying higher dimensional cases: generally, Laplacian is an operator to compare the central value and the average value surrounding it. Thus, in the particle number diusion the Laplacian computes the dierence between the average n surrounding r and n(r , t). If this is positive, the diusion equation increases n(r , t) for this quantity to catch up with the neighbors.

Computation of diusion coecient

r
l
v

rl

Figure 5.5: If a particle moves with velocity v along the free path l, on the average, the quantity
around r l displaces that around r .

Suppose a particle moves along a free path l with a velocity v to r (Fig. 5.5). A ux is the density of the quantity carried by the ow the mean velocity. The motion of a molecule corresponds on the average to the displacement of n(r l) to r , replacing n(r ). Therefore, n(r l) n(r ) is carried with velocity v . Thus, we may write J (r ) = [n(r l) n(r )]v , (5.21) where the average is over all the cases of l and v (but they are parallel). Since |l| is tiny (macroscopically), we may expand n(r l) as n(r l) = n(r ) l grad n + . (5.22)

5. LECTURE 5: MEAN FREE PATH AND TRANSPORT PHENOMENA or in terms of components n(r l) = n(r )
i

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li

n + . ri

(5.23)

Thus, (5.21) can be rewritten as J (r ) = v [l grad n(r )] .

To compute this average, consider for a vector A v [l A] = v
i

(5.24)

l i Ai

(5.25)

Note that v and l are parallel, and that the components of v (therefore those of l as well) are statistically independent, so we can approximately estimate vi
j

1 v ij , 3 is the mean free path. This implies 1 v A. 3

(5.26)

where v is the average speed of the particle, and

v [l A] =

(5.27)

That is, we obtain 1 J (r ) = v grad n(r ). 3 The diusion coecient reads

2 1 , D= v = 3 3

(5.28)

(5.29)

where is the mean free time = /v . The following YouTube video about diusion contains some interesting episodes:
http://www.youtube.com/watch?v=H7QsDs8ZRMI

Most of the demos in this video is under strong inuence of gravity, so you must be critical.
http://lessons.harveyproject.org/development/general/diffusion/diffnomemb/diffnomemb.html

The following simulation gives a nice bridge between diusion and Brownian motions:
http://www.chm.davidson.edu/vce/kineticmoleculartheory/diffusion.html

Shear viscosity Suppose we have a shear ow with the velocity V in the x-direction and the velocity

66 gradient in the z -direction as shown in Fig. 5.6. To understand the decay of this velocity gradient we study the transport of the x-component of the momentum. Due to exchange of particles between positions with dierent z -coordinates, larger Vx (or larger momentum density) and smaller Vx layers mix and the gradient in the z direction diminishes. This is the eect of shear viscosity.

z z=0 l V (r)

Figure 5.6: Shear ow The derivation of (5.28) immediately tells us that if the transported density is X , the corresponding ux reads 1 J X (r ) = v grad X (r ). 3 (5.30)

To apply this general formula to the quantity we are interested in, we must identify what X is. In our present case, it must be the x-component of the momentum density mvx /d, X= (5.31)
d

so (here we assume the number density n is uniform) X (r ) = nmVx (r ) is the right density to study. Therefore, (5.30) (or its z -component) reads Vx 1 , JV = vlnm 3 z (5.33) (5.32)

where JV is the z -component of the x-component momentum ux.78 Shear viscosity is dened by JV = Vx /z, (5.34)
78

In a more advanced course, we use a tensor.

5. LECTURE 5: MEAN FREE PATH AND TRANSPORT PHENOMENA Comparing this with (5.33), we get the shear viscosity : 1 = mnvl. 3

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(5.35)

With the already obtained estimate of l (5.2) and v = 8kB T /m, we obtain79 2 mkB T = 2 . (5.36) 3d 3 This is independent of the density n as noted by Maxwell. We generally expect that the viscosity increases with density, but in gases, higher densities imply shorter free paths or a shorter mixing distance (actually the mean free path length is 1/n) and the expected density eect is cancelled. Also notice that the viscosity increases with temperature. Although this is contrary to the liquid behavior, it is easy to understand because higher temperatures imply better mixing. Maxwell estimated the molecular size To establish the reality of atoms, we wish to determine the number of particles N and their sizes d. Even if you could determine the mean-free path length we can determine only the combination N d2 . In 187380 van der Waals (1837-1923) proposed his equation of state of imperfect gases:81 P (V V0 ) = N kB T (1 V0 /V ). (5.37) V

o ev fre

e lum

V Figure 5.7:

V0
The idea of van der Waals.

His basic idea is as follows (see Fig. 5.7): Since molecules are not points but have
If we assume that the particle mass, the cross section (d2 ) and the particle thermal velocity are only relevant quantities, dimensional analysis gives essentially this result. Even if we try to take the density of the gas into account, it automatically drops out of the formula. This independence was a bit of surprise. It is a good occasion to learn rudiments of dimensional analysis. 80 Maxwells A Treatise on Electricity and Magnetism was published this year. 81 We will study this equation in detail later.
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68 volumes, they cannot run everywhere they wish (at least they must avoid each other). However, if we collect all the volumes of the molecules at a corner of the container (its volume is V0 ), then, the centers of mass of the molecules can freely move around in the free volume. Therefore, if we ignore the attractive interactions, the hard-core gas must look like an ideal gas with a reduced volume: P (V V0 ) = N kB T. (5.38)

The remaining part of the van der Waals equation is to take care of the attractive intermolecular forces. Thus, from V0 bN d3 /6, where b is a geometrical constant of order unity, we can estimate the size of the molecules. Now, we know N d2 and N d3 , so we can estimate N and d. The method gives an estimate of Avogadros constant NA (4 6) 1023 .82

Heat conductivity The heat conductivity is dened as J H = grad T, (5.39)

where J H is the heat ux (the thermal energy ux). The transported density X must be the thermal energy contained in the unit volume. Let us assume that the gas is a monatomic gas: 2 d mv X= , (5.40) 2/d so 3 X (r ) = nkB T (r ), (5.41) 2 where T (r ) is the temperature eld. (5.30) reads 1 J H (r ) = vl grad 3 3 nkB T (r ) 2 1 = nkB vl grad T (r ). 2 (5.42)

Comparing this with (5.39), we obtain 1 = nkB v. 2

82

(5.43)

Denition of Avogadros constant This is dened as the number of atoms in a 0.012 kg of 12 C. The latest Avogadro constant value is due to B. Andreas et al., Determination of the Avogadro constant by counting the atoms in a 28 Si crystal, Phys. Rev. Lett., 106, 030801 (2011). Cf. P. Beker, History and progress in the accurate determination of the Avogadro constant, Rep Prog Phys 64 1945 (2001).

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Notice that = nmD, / = 2m/3kB and /D = 3nkB /2. The last relation tells us = cV D, where cV is the specic heat per molecule of gas under constant volume.83 Again, we should note that these relations do not tell us anything about the microscopic properties of the gas particles.

Due to collisions the particles cannot go straight for a long distance (actually, it is a zig-zag random walk as we will see next time). If there were no collision, the particles can move along their straight ballistic trajectories, so the amount of X transported must be proportional to the dierence of X (not to the slope of X called gradient as we learned for linear transport phenomena)) irrespective of the distance over which transportation occurs. Thus, the ux proportional to the gradient is actually a clear sign of molecular collisions occurring on the microscopic scale.

Sneak preview of Brownian motion Since molecules are incessantly moving around vigorously, small objects should not be able to sit still in uids even in equilibrium. Indeed, we know Brownian motions. Let us watch some examples:
Nanoparticles in water: http://www.youtube.com/watch?v=cDcprgWiQEY&feature=topics Simulations http://www.phy.ntnu.edu.tw/ntnujava/index.php?topic=24.msg158#msg158 http://www.youtube.com/watch?v=PtYP8uoN0lk&feature=topics The last one is excellent.

cV is the energy required to raise the temperature of the molecule by 1 K under constant volume.

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