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During the inhalation, we inhale the atmospheric air which contains not only the molecular oxygen but nitrogen and several other gases. In alveoli, oxygen has a greater concentration than it has in the capillaries. The same situation but with different molecules is in the capillaries: the carbon dioxide has a greater concentration in the capillaries than in alveoli. The membrane of alveoli and capillaries are so very tiny and the gases are able to pass from surrounding with higher concentration to the another with a smaller concentration in order to maintain the equilibrium (or in another words homoeostasis).

Other gases such as nitrogen are being exhaled.