For the classical diffusion of independent particles, Fick's law gives a well-known relationship between the average flux and the average concentration gradient. What has not yet been explored experimentally, however, is the dynamical distribution of diffusion rates in the limit of small particle numbers. Here, we measure the distribution of diffusional fluxes using a microfluidics device filled with a colloidal suspension of a small number of microspheres. Our experiments show that (1) the flux distribution is accurately described by a Gaussian function; (2) Fick's law, that the average flux is proportional to the particle gradient, holds even for particle gradients down to a single particle difference; (3) the variance in the flux is proportional to the sum of the particle numbers; and (4) there are backward flows, where particles flow up a concentration gradient, rather than down it. In addition, in recent years, two key theorems about nonequilibrium systems have been introduced: Evans' fluctuation theorem for the distribution of entropies and Jarzynski's work theorem. Here, we introduce a new fluctuation theorem, for the fluxes, and we find that it is confirmed quantitatively by our experiments.

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