The concept of velocity in the history of Brownian motion -- From physics to mathematics and back

Abstract

Interest in Brownian motion was shared by different communities: this phenomenon was first observed by the botanist Robert Brown in 1827, then theorised by physicists in the 1900s, and eventually modelled by mathematicians from the 1920s, while still evolving as a physical theory. Consequently, Brownian motion now refers to the natural phenomenon but also to the theories accounting for it. There is no published work telling its entire history from its discovery until today, but rather partial histories either from 1827 to Perrin's experiments in the late 1900s, from a physicist's point of view; or from the 1920s from a mathematician's point of view. In this article, we tackle the period straddling the two `half-histories' just mentioned, in order to highlight continuity, to investigate the domain-shift from physics to mathematics, and to survey the enhancements of later physical theories. We study the works of Einstein, Smoluchowski, Langevin, Wiener, Ornstein and Uhlenbeck from 1905 to 1934 as well as experimental results, using the concept of Brownian velocity as a leading thread. We show how Brownian motion became a research topic for the mathematician Wiener in the 1920s, why his model was an idealization of physical experiments, what Ornstein and Uhlenbeck added to Einstein's results, and how Wiener, Ornstein and Uhlenbeck developed in parallel contradictory theories concerning Brownian velocity.