Brownian motion in a fluid in elongational flow

Brownian motion of a spherical particle in stationary elongational flow is studied. We derive the Langevin equation together with the fluctuation-dissipation theorem for the particle from nonequilibrium fluctuating hydrodynamics to linear order in the elongation-rate-dependent inverse penetration depths. We then analyze how the velocity autocorrelation function as well as the mean square displacement are modified by the elongational flow. We find that for times small compared to the inverse elongation rate the behavior is similar to that found in the absence of the elongational flow. Upon approaching times comparable to the inverse elongation rate the behavior changes and one passes into a time domain where it becomes fundamentally different. In particular, we discuss the modification of thet ^–3/2 long-time tail of the velocity autocorrelation function and comment on the resulting contribution to the mean square displacement. The possibility of defining a diffusion coefficient in both time domains is discussed.     

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.     

On the Brownian motion in a double-well potential in the overdamped limit

The Brownian motion of a particle in a double-well potential is considered and the position correlation function (excluding inertial effects) for the potential V(x)=ax²/2+bx⁴/4 is evaluated first by averaging the governing Langevin equation over its realizations. The exact solution is then obtained via matrix continued fractions by using a representation, which symmetrizes the recurrence relations for the observables generated by the averaging procedure leading to convergence of these recurrence relations unlike the previous approaches to the problem. A reliable approximate solution based on the exponential separation of the time scales of the fast intrawell and low overbarrier relaxation processes associated with the bistable potential is also given. It is shown that a knowledge of the three characteristic relaxation times (the integral, effective and the longest relaxation times) of the position correlation function allows one to accurately predict the relaxation behavior of the system in the overdamped limit for all time scales of interest.     

Brownian motion under a time-dependent periodic potential proportional to the square of the position of a particle and classical fluctuation squeezing

A general stationary case of a Brownian particle with a time-dependent periodic potential proportional to the square of the position of the particle is treated. Even though the vigorous change of the time-dependent proportionality coefficient is applied, there are cases where the fluctuation of the particle decreases in contrary to our intuition, which is called classical fluctuation squeezing. We obtain time-average variances analytically for general cases of an arbitrary change in the coefficient and find conditions favorable for classical fluctuation squeezing. We introduce an asymmetric function behaves like trigonometric cosine one and consider its behavior explicitly.     

Brownian motion at short time scales

Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short time scales, Brownian motion of a suspended particle is not completely random, due to the inertia of the particle and the surrounding fluid. Moreover, the thermal force exerted on a particle suspended in a liquid is not a white noise, but is colored. Recent experimental developments in optical trapping and detection have made this new regime of Brownian motion accessible. This review summarizes related theories and recent experiments on Brownian motion at short time scales, with a focus on the measurement of the instantaneous velocity of a Brownian particle in a gas and the observation of the transition from ballistic to diffusive Brownian motion in a liquid.     

Projector formalism of generalized Brownian motion theory applied to dissipative and noisy systems

The projector formalism of Zwanzig-Mori type is extended to obtain generalized Fokker-Planck and generalized nonlinear Langevin equations for coarse-grained variables when the underlying microscopic dynamics is dissipative and noisy (stochastic).     

Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

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.     

Initial condition effects for a Brownian particle in a harmonic chain

The influence of initial deviations from bath equilibrium on the motion of a Brownian particle in a harmonic chain is investigated by exact calculation. These initial condition effects, which are excluded by convention in standard projection operator treatments of relaxation processes, are found to be relatively long-lived, contrary to usual assumption. For weak, localized initial deviations from bath equilibrium these effects on the motion are small in magnitude and may be accounted for by a modified initial condition on the particle velocity. For initial deviations involving many bath particles these effects are more substantial and retention of their time dependence in the particle equation of motion is generally required.For a correction to Ref. 2a see Ref. 3.     

On the brownian motion of a frequencymodulated oscillator

The Langevin equations for a harmonically bound particle, where the force constant is a given function of time, is solved. The mean and mean-square properties of the solution are determined. The analysis is then specialized to the case of a force constant periodic in time. It is shown that the mean fluctuations remain bounded in time precisely when the mean motion is stable (remains bounded).This work was supported in part by NSF Grant CHE77-14553.     

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.     

Brownian motion and thermophoresis effects on unsteady stagnation point flow of Eyring-Powell nanofluid: a Galerkin approach

This article concerns the analysis of an unsteady stagnation point flow of Eyring-Powell nanofluid over a stretching sheet. The influence of thermophoresis and Brownian motion is also considered in transport equations. The nonlinear ODE set is obtained from the governing nonlinear equations via suitable transformations. The numerical experiments are performed using the Galerkin scheme. A tabular form comparison analysis of outcomes attained via the Galerkin approach and numerical scheme (RK-4) is available to show the credibility of the Galerkin method. The numerical exploration is carried out for various governing parameters, namely, Brownian motion, steadiness, thermophoresis, stretching ratio, velocity slip, concentration slip, thermal slip, and fluid parameters, and Hartmann, Prandtl and Schmidt numbers. The velocity of fluid enhances with an increase in fluid and magnetic parameters for the case of opposing, but the behavior is reversed for assisting cases. The Brownian motion and thermophoresis parameters cause an increase in temperature for both cases (assisting and opposing). The Brownian motion parameter provides a drop-in concentration while an increase is noticed for the thermophoresis parameter. All the outcomes and the behavior of emerging parameters are illustrated graphically. The comparison analysis and graphical plots endorse the appropriateness of the Galerkin method. It is concluded that said method could be extended to other problems of a complex nature.     

Coupling effect of Brownian motion and laminar shear flow on colloid coagulation:a Brownian dynamics simulation study

Simultaneous orthokinetic and perikinetic coagulations(SOPCs) are studied for small and large Peclet numbers(P e) using Brownian dynamics simulation.The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive.At the early stages of coagulation with small Peclet numbers,the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to P 1/2 e,while with high Peclet numbers,the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to P 1/2 e.Moreover,our results show that the aggregation rate generally changes with time for the SOPC,which is different from that for pure perikinetic and pure orthokinetic coagulations.By comparing the SOPC with pure perikinetic and pure orthokinetic coagulations,we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC.In addition,the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different.This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion(perikinetic) and the fluid motion(orthokinetic).     

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 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.