Eigenvalues for the extremely underdamped Brownian motion in an inclined periodic potential

The eigenvalues for the Brownian motion in a periodic potential with an additive constant force are investigated in the low friction limit. First the Fokker-Planck equation for the distribution function in velocity and position space is transformed to energy and position coordinates. By a proper averaging process over the position coordinate a differential equation for the distribution function depending on the energy only is obtained. Next the eigenvalues and eigenfunctions are calculated from this equation by a Runge-Kutta method. Finally the problem is formulated in terms of an integral equation from which the lowest non-zero eigenvalue is obtained analytically in the bistability region in the zero temperature limit.     

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.     

Brownian motion in fluctuating periodic potentials

This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated at finite temperatures. We present results for the stationary current for the case of a piecewise linear potential, especially for potentials being close to the case with inversion symmetry. The aim is to study the stationary current as a function of the potential. Depending on the form of the potential, the current changes sign once or even twice as a function of the correlation time of the potential fluctuations. To explain these current reversals, several mechanisms are proposed. Finally, we discuss to what extent the model is useful to understand the motion of biomolecular motors.     

Brownian motion in gravitationally interacting systems

We derive a model that describes the dynamics of a Brownian particle, such as a massive black hole, in a stellar system dominated by gravitational forces, and examine whether it achieves a state of equipartition of kinetic energy with the stars. This problem has been considered before only for stellar systems with an isothermal Maxwellian distribution of velocities; here we study other examples and confirm our calculations with N-body simulations. We show that in certain cases the black hole's steady state kinetic energy can be very far from equipartition.     

Brownian motion in a non-isothermal solid

A general method for evaluating the friction constants of the non-isothermal Fokker-Planck equation is derived in the weak anharmonic-coupling limit for a solid, subject to an assumption that suitable angle-action variables can be found. One contribution is reduced to the solution of an integral equation of the Peierls-Boltzmann type and can be used to calculate the phonon scattering contribution q_p * to the heat of transport of a heavy impurity. The structure of the results for a one-dimensional nearest-neighbour chain, for which suitable angle-action variables can be found, is compared with that for a different theory of q_p * based on the special assuption that crystal momentum can be equated to particle momentum, and is found to be different. It is concluded that this special assumption can be dispensed with if suitable angle-action variables can be found, but to accomplish this for a stable three-dimensional crystal appears very difficult. The results for the one-dimensional model, where such variables are easily found, probably have little relevance to real crystals.     

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.     

Theory of rotational Brownian motion

The correlation function for the angular velocity of a Brownian particle suspended in a liquid is analyzed with an account of the viscous aftereffect. The main term in the asymptotic exression for this function is equal to the eddy correlation function for the translational velocity of a liquid found from the Navier-Stokes equations.Translated from Izvestiya VUZ. Fizika, No. 10, pp. 13–17, October, 1969.In conclusion the author thanks Professor I. Z. Fisher for guidance and for constant interest in his study.     

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 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 with active fluctuations

We study the effect of different types of fluctuation on the motion of self-propelled particles in two spatial dimensions. We distinguish between passive and active fluctuations. Passive fluctuations (e.g., thermal fluctuations) are independent of the orientation of the particle. In contrast, active ones point parallel or perpendicular to the time dependent orientation of the particle. We derive analytical expressions for the speed and velocity probability density for a generic model of active Brownian particles, which yields an increased probability of low speeds in the presence of active fluctuations in comparison to the case of purely passive fluctuations. As a consequence, we predict sharply peaked Cartesian velocity probability densities at the origin. Finally, we show that such a behavior may also occur in non-Gaussian active fluctuations and discuss briefly correlations of the fluctuating stochastic forces.     

Thermodynamic suppression of Brownian motion

We have used helium-3 nuclear reaction analysis to measure the Brownian motion (intradiffusion coefficient) of polystyrene in a partially miscible blend with poly(alpha-methylstyrene). In the one-phase region, when the correlation length is close to the polystyrene chain size, the intradiffusion coefficient falls to half of its thermal value. For larger and smaller values of the correlation length, diffusion is normal. These results show that the correlation length of a polymer blend constrains polymer diffusion, as suggested from previous neutron scattering measurements, and mean-field theory.     

Brownian motion with absorbing boundaries

We consider the 1-D problem of brownian motion with two absorbing boundaries. A recently formulated integral equation approach (for the one boundary problem) is used, in suitably modified form, to obtain results for the full position, velocity distribution function.     

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.     

Non-Markovian quantal Brownian motion model

A non-Markovian version of the quantal Brownian motion model is given. The integrodifferential equations of motion are solved, establishing the analytic form of the resolvent poles and analyzing their properties. An explicit investigation of the poles at zero temperature is performed. In this frame a rule can be found that relates the relevant poles of the non-Markovian resolvent to the eigenvalues of the associated Markovian generator of the motion.