On the Brownian motion of a massive sphere suspended in a hard-sphere fluid. I. Multiple-time-scale analysis and microscopic expression for the friction coefficient

The Fokker-Planck equation governing the evolution of the distribution function of a massive Brownian hard sphere suspended in a fluid of much lighter spheres is derived from the exact hierarchy of kinetic equations for the total system via a multiple-time-scale analysis akin to a uniform expansion in powers of the square root of the mass ratio. The derivation leads to an exact expression for the friction coefficient which naturally splits into an Enskog contribution and a dynamical correction. The latter, which accounts for correlated collisions events, reduces to the integral of a time-displaced correlation function of dynamical variables linked to the collisional transfer of momentum between the infinitively heavy (i.e., immobile) Brownian sphere and the fluid particles.     

Microscopic derivation of non-Markovian thermalization of a Brownian particle

In this paper, the first microscopic approach to Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended Boltzmann equation, which describes correctly the interaction with the fluid, we derive systematically via multiple-time-scale analysis a reduced equation controlling the thermalization of the B particle, i.e., the relaxation toward the Maxwell distribution in velocity space. In contradistinction to the Fokker-Planck equation, the derived new evolution equation is nonlocal both in time and in velocity space, owing to correlated recollision events between the fluid and particle B. In the long-time limit, it describes a non-Markovian generalized Ornstein-Uhlenbeck process. However, in spite of this complex dynamical behavior, the Stokes-Einstein law relating the friction and diffusion coefficients is shown to remain valid. A microscopic expression for the friction coefficient is derived, which acquires the form of the Stokes law in the limit where the meanfree path in the gas is small compared to the radius of particle B.Knowing the interest of Matthieu Ernst in the subtle and fundamental problems of kinetic theory, we have the pleasure to dedicate this study to him.     

The Motion of Repulsive Brownian Particles in Quenched Disorder

Brownian motion of the particles with repulsive interaction is investigated. When the potential condition is satisfied, the eigenvalue problem of interaction Fokker-Planck equation under certain conditions can be transformed to that of a many-particle Schrödinger equation. Using the Green's function method, we obtain the effective single-variable Fokker-Planck equation in the low density limit. We find that the diffusion of coupled Brownian particles in quenched disorder media is also anomalous in 2D. The Mittag-Leffler relaxation of pancake vortices is investigated by fractional Fokker-Planck equation.     

Equilibrium time correlation functions in the low-density limit

We consider a system of hard spheres in thermal equilibrium. Using Lanford's result about the convergence of the solutions of the BBGKY hierarchy to the solutions of the Boltzmann hierarchy, we show that in the low-density limit (Boltzmann-Grad limit): (i) the total time correlation function is governed by the linearized Boltzmann equation (proved to be valid for short times), (ii) the self time correlation function, equivalently the distribution of a tagged particle in an equilibrium fluid, is governed by the Rayleigh-Boltzmann equation (proved to be valid for all times). In the latter case the fluid (not including the tagged particle) is to zeroth order in thermal equilibrium and to first order its distribution is governed by a combination of the Rayleigh-Boltzmann equation and the linearized Boltzmann equation (proved to be valid for short times).Supported in part by NSF Grant PHY 78-22302.     

Brownian motion in a quantizing magnetic field

A model previously discussed by the author to study Brownian motion of charged carriers in a quantizing magnetic field is extended to include a Landau level-dependent friction parameter. A phase-space Fokker-Planck equation is used to derive a generalized diffusion equation describing spatial diffusion of the carriers, coupled with random jumps between adjacent Landau levels. This partial differential-difference equation is solved analytically. The longitudinal “global” diffusion coefficient is calculated and shown to be enhanced over the value in the extreme quantum limit.     

A kinetic model for Brownian motion

Summary The Fokker-Planck equation for the distribution function of a Brownian sphere is derived from the exact hierarchy of kinetic equations for a massive sphere in a bath of smaller spheres, using a multiple-time-scale analysis. Our earlier derivation is specialized to the limiting cases where the bath is either an ideal or Boltzmann gas. The resulting simplifications allow more physical insight, and lead to explicit expressions for the friction coefficient. Paper presented at the I International Conference on Scaling Concepts and Complex Fluids, Copanello, Italy, July 4–8, 1994.     

Relaxation dynamics of a quantum Brownian particle in an ideal gas

We show how the quantum analog of the Fokker-Planck equation for describing Brownian motion can be obtained as the diffusive limit of the quantum linear Boltzmann equation. The latter describes the quantum dynamics of a tracer particle in a dilute, ideal gas by means of a translation-covariant master equation. We discuss the type of approximations required to obtain the generalized form of the Caldeira-Leggett master equation, along with their physical justification. Microscopic expressions for the diffusion and relaxation coefficients are obtained by analyzing the limiting form of the equation in both the Schr?dinger and the Heisenberg picture.     

The Linear Fokker-Planck Equation for the Ornstein-Uhlenbeck Process as an (Almost) Nonlinear Kinetic Equation for an Isolated N-Particle System

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in the N→∞ limit) of an isolated N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation. An erratum to this article can be found at     

Quantum tunneling at zero temperature in the strong friction regime

In the large damping limit we derive a Fokker-Planck equation in configuration space (the so-called Smoluchowski equation) describing a Brownian particle immersed into a thermal environment and subjected to a nonlinear external force. We quantize this stochastic system and survey the problem of escape over a double-well potential barrier. Our finding is that the quantum Kramers rate does not depend on the friction coefficient at low temperatures; i.e., we predict a superfluidity phenomenon in overdamped open systems. Moreover, at zero temperature we show that the quantum escape rate does not vanish in the strong friction regime. This result, therefore, is in contrast with the work by Ankerhold et al. [Phys. Rev. Lett. 87, 086802 (2001)]] in which no quantum tunneling is predicted at zero temperature.     

Half-range expansion analysis for Langewin dynamics in the high-friction limit with a singular absorbing boundary condition: Noncharacteristic case

We consider the dynamics of a Brownian particle given by the Langevin equation in a strip, under the effects of a deterministic force. The trajectories of particles originate at a source whose spatial location in the phase space coincides with the location of adsorbing boundaries. This leads to singular behavior of trajectories in the high-friction limit. We use the half-range expansion technique and systematic asymptotics to solve a boundary value problem for the Fokker-Planck operator and to calculate the steady-state transition probability density, the mean time to absorption, and the distribution of exit points. We do not make assumptions about other parameters in the problem except that they areO(1) relative to the friction coefficient. We calculate explicitly the correct location of the Milne-type extrapolation for absorbing boundary conditions for the Smoluchowski approximation to the Langevin equation.     

Eigenvalues and eigenfunctions of the Fokker-Planck equation for the extremely underdamped Brownian motion in a double-well potential

The eigenvalues and eigenfunctions of the Fokker-Planck equation describing the extremely underdamped Brownian motion in a symmetric double-well potential are investigated. By transforming the Fokker-Planck equation to energy and position coordinates and by performing a suitable averaging over the position coordinate, a differential equation depending only on energy is derived. For finite temperatures this equation is solved by numerical integration, whereas in the weak-noise limit an analytic result for the lowest nonzero eigenvalue is obtained. Furthermore, by using a boundary-layer theory near the critical trajectory, the correction term to the zero-friction-limit result is found.     

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.     

Stochastic diffusion in a periodic potential

This paper deals with two equations for classical stochastic diffusion in a potential. First, the full Fokker-Planck equation in phase-space for a Brownian particle in a periodic potential and linearly coupled to an external field is considered. The solution discussed previously by the author and co-worker is improved upon. An alternative approximation is introduced. Then, the simpler Smoluchowski equation, which is derivable from the Fokker-Planck equation under suitable conditions, is solved using Hill's determinant method. Finally a WKB-type method is proposed to solve the Smoluchowski equation for a general class of potentials.     

Activated tunneling decay of metastable state: Solution of the Kramers problem

At sufficiently low friction the Fokker-Planck equation for Brownian motion in a potential well is reduced to an integral equation for the energy variable. The basic small parameter of the problem is the ratio of the temperature T to the depth U₀ of the well. Quantum tunneling effects are naturally incorporated into the calculations. An explicit solution for Kramers' problem of the lifetime of the Brownian particle in the potential well is given.     

Translational and rotational diffusion of an anisotropic particle in a molecular liquid: Long-time tails and Brownian limit

Formally exact equations are written down, describing the translational and rotational diffusion of an anisotropic tagged particle in a fluid of anisotropic particles. These equations are tractable in the long-time limit, and reduce to the solution of ordinary hydrodynamic equations supplemented by slip boundary conditions in the Brownian limit for a smooth tagged particle. No rotational viscosities or spin-diffusion constants appear in these results. The relation to other work is discussed.     

On the derivation of the Fokker-Planck equation from generalized kinetic equations

The Fokker-Planck equation is obtained using the matrix representation of the Liouville equation introduced by Balescu in the general theory of irreversible processes developed by the Brussels group. It is shown that the phenomenological equation is valid when the mass and density of the Brownian particle are large compared to the mass and density of the bath. The relation with previous work is discussed.