Brownian motion in a rotating flow

The Langevin equations for a particle of an arbitrary shape and the correlation functions for the fluctuating forces, torques, or force-torque acting on the particle in a rotating flow are derived from the semimicroscopic level of coarse graining by using fluctuating hydrodynamics. In order to obtain the solution of the Navier-Stokes Langevin equation valid over the entire flow region, use is made of the method of matched asymptotic expansions in ( _f a²/v)^1/2 1. The cases of slow and rapid rotation are analyzed. It is shown that the fluctuation-dissipation theorems hold up to the order of ( _f a²/v)^1/2 in both slow and rapid rotation, and that the diffusivity tensor depends on the angular velocity of the fluid and becomes anisotropic.     

Brownian motion in a classical ideal gas: A microscopic approach to Langevin’s equation

We present an insightful ‘derivation’ of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton’s law of motion (mx = F) for the heavy particle reduces to a Langevin equation (valid on a coarser time-scale) with the assumption that the lighter gas particles follow a Boltzmann velocity distribution. Starting from the kinematics of the random collisions we show that (1) the average force 〈F〉 ∞ −x and (2) the correlation function of the fluctuating forceη = F — 〈F〉 is related to the strength of the average force. Deceased     

A kinetic theory of diffusely reflecting Brownian particles

An analysis is made of the motion of a spherical Brownian particle whose surface can diffusely reflect the molecules of an equilibrium host gas. The analysis is based on Newton's second law and a limiting form of Markov's method. It is shown, both for specular and diffuse reflections, that equipartition of energy is a consequence of the dynamics and randomness of the motion. In addition, it is demonstrated that the diffusion coefficient can depend on the temperature of the particle. The entire analysis is restricted to the case for which the Knudsen number of the particle is large compared to unity.Slinn's work was supported in part by Battelle Memorial Institute and in part by the U.S. Atomic Energy Commission contract AT(45–1)-1830. Shen's work was supported in part by the U.S. Air Force Office of Scientific Research contract 49(638)–1346. Mazo's work was supported in part by the National Science Foundation, NSF Grant GP–8497.     

Stochastic Spacetime and Brownian Motion of Test Particles

The operational meaning of spacetime fluctuations is discussed. Classical spacetime geometry can be viewed as encoding the relations between the motions of test particles in the geometry. By analogy, quantum fluctuations of spacetime geometry can be interpreted in terms of the fluctuations of these motions. Thus, one can give meaning to spacetime fluctuations in terms of observables which describe the Brownian motion of test particles. We will first discuss some electromagnetic analogies, where quantum fluctuations of the electromagnetic field induce Brownian motion of test particles. We next discuss several explicit examples of Brownian motion caused by a fluctuating gravitational field. These examples include lightcone fluctuations, variations in the flight times of photons through the fluctuating geometry, and fluctuations in the expansion parameter given by a Langevin version of the Raychaudhuri equation. The fluctuations in this parameter lead to variations in the luminosity of sources. Other phenomena that can be linked to spacetime fluctuations are spectral line broadening and angular blurring of distant sources.     

A gas of Brownian particles in statistical dynamics

We consider a large number of particles on a one-dimensional latticel Z in interaction with a heat particle; the latter is located on the bond linking the position of the particle to the point to which it jumps. The energy of a single particle is given by a potentialV(x), x∈Z. In the continuum limit, the classical version leads to Brownian motion with drift. A quantum version leads to a local drift velocity which is independent of the applied force. Both these models obey Einstein's relation between drift, diffusion, and applied force. The system obeys the first and second laws of thermodynamics, with the time evolution given by a pair of coupled non linear heat equations, one for the density of the Brownian particles and one for the heat occupation number; the equation for a tagged Brownian particle can be written as a stochastic differential equation.     

Brownian motion on a manifold

The question of the existence and correct form of equations describing Brownian motion on a manifold cannot be answered by mathematics alone, but requires a study of the underlying physics. As in classical mechanics, manifolds enter through the transformation of variables needed to account for the presence of constraints. The constraints are either due to a physical agency that forces the motion to remain on a manifold, or they represent conserved quantities of the equation of motion themselves. Also the Brownian motion is described either by a Smoluchowski diffusion equation or by a Kramers equation. The four cases lead to the following conclusions, (i) Smoluchowski diffusion with a conserved quantity reduces to a diffusion equation on the manifold; (ii) The same is true for diffusion with a physical constraint in three dimensions, but in more dimensions it may happen thatno autonomous equation on the manifold results; (iii) A Kramers equation with a conserved quantity reduces to an equation on the manifold, but in general not of the form of a Kramers equation; (iv) The Kramers equation with a physical constraint reduces to an autonomous Kramers equation on the manifold only for a special shape of that constraint. Throughout, only a certain type of physical constraints has been envisaged, and global questions are ignored. Finally, the customary heuristic construction of a Fokker-Planck equation for a mechanical system on a manifold is demonstrated for the case of Brownian rotation of a rigid body, and its shortcomings are emphasized.     

Brownian motion of a nonlinear oscillator

Starting with the Langevin equation for a nonlinear oscillator (the Duffing oscillator) undergoing ordinary Brownian motion, we derive linear transport laws for the motion of the average position and velocity of the oscillator. The resulting linear equations are valid for only small deviations of average values from thermal equilibrium. They contain a renormalized oscillator frequency and a renormalized and non-Markovian friction coefficient, both depending on the nonlinear part of the original equation of motion. Numerical computations of the position correlation function and its spectral density are presented. The spectral density compares favorably with experimental results obtained by Morton using an analog computer method.Technical Note BN-674. Research supported in part by NSF grant GP-12591, and in part by PHS Research Grant No. MG16426-02 from the National Institute of General Medical Sciences.     

Phase transition for absorbed Brownian motion with drift

We study one-dimensional Brownian motion with constant drift toward the origin and initial distribution concentrated in the strictly positive real line. We say that at the first time the process hits the origin, it is absorbed. We study the asymptotic behavior, ast, ofm _t , the conditional distribution at time zero of the process conditioned on survival up to timet and on the process having a fixed value at timet. We find that there is a phase transition in the decay rate of the initial condition. For fast decay rate (subcritical case)m _t is localized, in the critical casem _t is located around , and for slow rates (supercritical case)m _t is located aroundt. The critical rate is given by the decay of the minimal quasistationary distribution of this process. We also study in each case the asymptotic distribution of the process, scaled by , conditioned as before. We prove that in the subcritical case this distribution is a Brownian excursion. In the critical case it is a Brownian bridge attaining 0 for the first time at time 1, with some initial distribution. In the supercritical case, after centering around the expected value—which is of the order oft—we show that this process converges to a Brownian bridge arriving at 0 at time 1 and with a Gaussian initial distribution.     

Generalized Brownian motion and elasticity

We introduce a family of stochastic processes which are a natural extension of Brownian motion to a tensor form. This allows us to solve a Dirichlet problem of linear elasticity obeying Lamé's equation, [1–(d– 1)]²V(x)+ [·V(x)]=0.     

Brownian motion of a classical particle in quantum environment

The Klein–Kramers equation, governing the Brownian motion of a classical particle in a quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large friction the corresponding Smoluchowski equation is obtained. Introducing the Bohm quantum potential, this Smoluchowski equation is extended to describe the Brownian motion of a quantum particle in quantum environment.     

Quantum work fluctuation theorem: Nonergodic Brownian motion case

The work fluctuations of a quantum Brownian particle driven by an external force in a general nonergodic heat bath are studied under a general initial state. The exact analytical expression of the work probability distribution function is derived. Results show the existence of a quantum asymptotic fluctuation theorem, which is in general not a direct generalization of its classical counterpart. The form of this theorem is dependent on the structure of the heat bath and the specified initial condition.     

Long-time translation and rotational Brownian motion in two dimensions

The long-time translational and rotational motion of a Brownian particle in two dimensions is studied on the basis of the fluctuation-dissipation theorem and linearized hydrodynamics. The long-time motion follows from the low frequency behavior of the mobility matrix. The coefficient of the long-time tail for the translational motion turns out to be independent of shape and size of the body, in agreement with mode-coupling theory. For rotational Brownian motion the coefficient of the long-time tail is found to depend on the shape of the body. This result is in conflict with a recent prediction from mode-coupling theory, and indicates that the mode-coupling calculation should be revised.This article is dedicated in friendship to Prof. Matthieu Ernst on the occasion of his 60th birthday.     

On the derivation of the generalized Langevin equation for interacting Brownian particles

The main result of this paper is a derivation of a generalized nonlinear Langevin equation (GLE) forn interacting particles in a bath. A consequence of the derivation is that the exact form of the (generalized) fluctuation-dissipation theorem is obtained. We discuss also the relation between the memory kernel of the GLE and some corresponding correlation functions which can be easily obtained in a molecular dynamics computer experiment. In the same spirit it is shown that the approach applies to a Brownian particle subjected to a stationary external field. The technique presented in a previous paper to simulate generalized Brownian dynamics can be easily extended to the present case. Our derivation intends to clarify the uses and (possibly) abuses of the Langevin equation in Brownian dynamics studies.     

From Lagrangian to Brownian motion

We present a Lagrangian describing an idealized liquid interacting with a particle immersed in it. We show that the equation describing the motion of the particle as a functional of the initial conditions of the liquid incorporates noise and friction, which are attributed to specific dynamical processes. The equation is approximated to yield a Langevin equation with parameters depending on the Lagrangian and the temperature of the liquid. The origin of irreversibility and dissipation is discussed.     

Kubo-Einstein relation for quantum Brownian motion in a periodic potential

Using a previously derived general formalism for a dissipative quantum particle in a boson bath, we prove that when the damping is Ohmic, the Kubo-Einstein relation between the diffusion constant and the linear mobilityD=kTM holds to all orders in V₀ for a periodic potentialV(x)=V ₀ cos(k)₀ x).     

Brownian motion near an absorbing sphere

The spherically symmetric solution of the Fokker-Planck equation with absorbing boundary is given in terms of a solution of an equivalent integral equation whose explicit form is found.     

Decoherence of quantum Brownian motion in noncommutative space

The decoherence of a harmonic oscillator under two-dimensional quantum Brownian motion on a noncommutative plane is investigated. The interaction with the environment is considered by two separate models so-called coupled and uncoupled. The two-dimensional master equation and its noncommutative counterpart are derived for both employed models. The rate of the linear entropy (predictability sieve) is chosen as a criterion to investigate the purity in the presence of the space noncommutativity. Besides, a two-dimensional charged harmonic oscillator on a plane which is imposed by a perpendicular magnetic field is introduced as a realization of our model. Therefore, our approach provides a formalism to investigate the influence of the magnetic field on the decoherence of the pure states. We show that in the high magnetic field limit the rate of the decoherence will be decreased.     

A mechanical model of Brownian motion in half-space

We consider the motion of a heavy mass in an ideal gas in a semi-infinite system, with elastic collisions at the boundary. The motion is determined by elastic collisions. We prove in the Brownian motion limit the convergence of the position and velocity process of the heavy particle to a diffusion process in which velocity and position remain coupled.