Interacting Brownian motion in a periodic potential

We study transport properties of a system composed of Brownian particles immersed in a periodic potential. Interaction among the Brownian particles is treated perturbationally in a framework of a generalized Fokker-Planck equation, which due to the interaction contains a renormalized periodic potential and an extra mean field term. We solve the kinetic equation numerically and discuss effects of the (repulsive) interaction on dynamic response functions and transport coefficients.     

Corrections to the Smoluchowski equation in the presence of hydrodynamic interactions

The systematic procedure for deriving the Smoluchowski equation and successive corrections to it from the Fokker-Planck equation is modified and extended in such a way that it now also covers the case of several interacting Brownian particles with hydrodynamic interactions. This is done by means of a suitable adaptation of the Chapman-Enskog method. The expression found for the first correction term to the Smoluchowski equation is worked out in full detail for the special case of two identical, spherically symmetric Brownian particles.     

Simultaneous Brownian motion of N particles in a temperature gradient

A system of N Brownian particles suspended in a nonuniform heat bath is treated as a thermodynamic system with internal degrees of freedom, in this case their velocities and coordinates. Applying the scheme of nonequilibrium thermodynamics, one then easily obtains the Fokker-Planck equation for simultaneous Brownian motion of N particles in a temperature gradient. This equation accounts for couplings in the motion as a result of hydrodynamic interactions between particles.     

Brownian particles with long- and short-range interactions

We develop the kinetic theory of Brownian particles with long- and short-range interactions. Since the particles are in contact with a thermal bath fixing the temperature T, they are described by the canonical ensemble. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean field Smoluchowski equation including a mean field potential due to long-range interactions and a generically nonlinear barotropic pressure due to short-range interactions. This equation describes various physical systems such as self-gravitating Brownian particles (Smoluchowski-Poisson system), bacterial populations experiencing chemotaxis (Keller-Segel model) and colloidal particles with capillary interactions. We also take into account the inertia of the particles and derive corresponding kinetic and hydrodynamic equations generalizing the usual Kramers, Jeans, Euler and Cattaneo equations. For each model, we provide the corresponding form of free energy and establish the H-theorem and the virial theorem. Finally, we show that the same hydrodynamic equations are obtained in the context of nonlinear mean field Fokker-Planck equations associated with generalized thermodynamics. However, in that case, the nonlinear pressure is due to the bias in the transition probabilities from one state to the other leading to non-Boltzmannian distributions while in the former case the distribution is Boltzmannian but the nonlinear pressure arises from the two-body correlation function induced by the short-range potential of interaction. As a whole, our paper develops connections between the topics of long-range interactions, short-range interactions, nonlinear mean field Fokker-Planck equations and generalized thermodynamics. It also justifies from a kinetic theory based on microscopic processes, the basic equations that were introduced phenomenologically to describe self-gravitating Brownian particles, chemotaxis and colloidal suspensions with attractive interactions.     

Eigenvalues and their connection to transition rates for the Brownian motion in an inclined cosine potential

For certain parameters the motion of particles in an inclined cosine potential is bistable, i.e. particles are either in a locked or a running state. Fluctuations will cause transitions between these two states. First the connection of the transition rates with the lowest non-zero eigenvalue and the stationary solution of the Fokker-Planck equation is given. Then the eigenvalues of the Fokker-Planck equation for this Brownian motion problem are calculated using the matrix continued fraction method. Finally explicit results for these (generally complex) eigenvalues as a function of the averaged angle of inclination are shown for three typical friction constants and various temperatures.     

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.     

Expansion of the kinetic hierarchy for a massive particle: The repeated ring and Fokker-Planck equations

The tagged particle BBGKY hierarchy is systematically expanded in inverse powers of the square root of the particle mass. In the Brownian limit, for fixed Knudsen number, the hierarchy reduces to the Brownian limit of the repeated ring equation which itself reduces to the Fokker-Planck equation. The friction coefficient of the Fokker-Planck equation is found to be a functional of the solution of Dorfman, van Beijeren, and McClure's extended Boltzmann equation for a fixed object in a flowing gas. As a consequence, the tagged particle diffusion coefficient calculated in the Brownian limit of the repeated ring equation is valid for all particle sizes.     

Brownian motion in periodic potentials in the low-friction-limit; nonlinear response to an external force

The Brownian motion of particles in a periodic potential in response to a constant external force is investigated in the low-friction-limit. By introducing an energy and a space variable and by making a proper self consistent ansatz, the Fokker-Planck equation is solved in the stationary state for small friction constants. We found out that, for fixed force to friction ratios, the mobility times the friction constant is a linear function of the square root of the friction constant if the damping is small enough. Explicit results for this linear function are presented for a cosine potential and compared to previous results.     

Analytical Solutions of a Model for Brownian Motion in the Double Well Potential

In this paper, the analytical solutions of Schr¨odinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker–Planck equation known as the Klein–Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schr¨odinger equation. The analytical results obtained from the two different methods agree with each other well. The double well potential is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function.     

Classical probability waves

Probability waves in the configuration space are associated with coherent solutions of the classical Liouville or Fokker-Planck equations. Distributions localized in the momentum space provide action waves, described by the probability density and the generating function of the Hamilton-Jacobi theory. It is shown that by introducing a minimum distance in the coordinate space, the action distributions aquire the phase-space dispersion specific to the quantum objects. At finite temperature, probability density waves propagating with the sound velocity can arise as nonstationary solutions of the classical Fokker-Planck equation. The results suggest that in a system of quantum Brownian particles, a transition from complex to real probability waves could be observed.     

周期场时间导数Ornstein-Uhlenbeck噪声Fokker-Planck方程的小参数展开求解

通过引入变量,周期场中内部时间导数Ornstein-Uhlenbeck噪声驱动的布朗运动可用高维Fokker-Planck方程来描述. 上述系统不能直接应用通常的小参数展开和势谷中心展开近似求解. 用一种变通的小参数展开方法近似求解了系统的Fokker-Planck方程,结果适用于小势垒高度、中等关联时间和较大的相空间区域,近似解析解可获得系统的改进. 关键词： Fokker-Planck方程 周期势 时间导数Ornstein-Uhlenbeck噪声 小参数展开     

Solution of a diffusion equation of smoke molecules due to constant point source in gravitational field

From both the Langevin equation, including a gravitational term, the Fokker-Planck equation based on the dynamical behavior of Brownian particles, and equation of smoke molecular diffusion due to a constant point source is introduced and is solved by applying the Laplace transformation with the convolution theorem.The solution is expressed by the complementary error function with a mean pathway of smoke molecules affected by gravity and is proved to be reduced to conventional forms by a certain restriction neglecting gravity without any forced term.     

Generalized hydrodynamics of systems of Brownian particles

A generalized hydrodynamic theory is developed for systems of interacting Brownian particles on the basis of a Fokker-Planck equation. General results are derived for correlation functions, frequency- and wave-vector dependent transport coefficients. Explicit expressions for moments, cumulants and the hydrodynamic limits of the transport coefficients are given. For the special cases of overdamped systems with and without hydrodynamic interaction the general results are simplified. As an example for the application of this approach the system of charged spherical polystyrene spheres in aqueous solution is treated in detail. The generalized transport functions are evaluated in mode-mode coupling approximation and detailed numerical results are presented for various collective and single-particle properties. Finally, the relationship to a corresponding Smoluchowski approach is discussed.     

Nonlinear mean field Fokker-Planck equations. Application to the chemotaxis of biological populations

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical (E.G.T.) formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial populations, Bose-Einstein condensation in the canonical ensemble, porous media, generalized Cahn-Hilliard equations, Kuramoto model, BMF model, Burgers equation, Smoluchowski-Poisson system for self-gravitating Brownian particles, Debye-Hückel theory of electrolytes, two-dimensional turbulence... In particular, we show that nonlinear mean field Fokker-Planck equations can provide generalized Keller-Segel models for the chemotaxis of biological populations. As an example, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). Therefore, the notion of generalized thermodynamics can have applications for concrete physical systems. We also consider nonlinear mean field Fokker-Planck equations in phase space and show the passage from the generalized Kramers equation to the generalized Smoluchowski equation in a strong friction limit. Our formalism is simple and illustrated by several explicit examples corresponding to Boltzmann, Tsallis, Fermi-Dirac and Bose-Einstein entropies among others.     

Hopping on a zig-zag course

We study the diffusion coefficient of Active Brownian particles in two dimensions. In addition to usual attributes of active motion we let the particles turn in preferred directions over random times. This angular motion is modeled by an effective Lorentz force with time dependent frequency switching between two values at exponentially distributed random times. The diffusion coefficient is calculated by the Taylor-Kubo formula where distributions found from a Fokker-Planck equation or from a continuous time random walk approach have been inserted for averaging. Eventually properties of the diffusion coefficient will be discussed.     

Brownian diffusion in a nonuniform gas

An analysis is made of the effects on the diffusion of Brownian particles whose Knudsen number is large compared to unity, of nonuniformities in the host gas. As examples, in one type of nonuniformity of the host gas, the Chapman-Enskog velocity distribution function for the gas molecules is used; in the other, the host gas is a free-molecule Couette flow. In both cases, a new force on the Brownian particles appears. Two techniques are used (extending Kramers' method and utilizing the Chapman-Enskog method) to transform the new Fokker-Planck equation into generalized Smoluchowski and convective diffusion equations. In these equations, the diffusion coefficient appears as a second-order tensor. Thus, it is demonstrated that Brownian diffusion in a nonuniform gas is anisotropic.The work of Slinn was financially supported in part by Battelle Memorial Institute and in part by U.S. Atomic Energy Commission Contract AT(45-1)-1830. The work of Shen was supported in part by U.S. Air Force Office of Scientific Research Contract 49(638)-1346.     

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.     

Brownian particles far from equilibrium

We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived by considering an internal energy depot of the Brownian particles. In this case, the friction function describes the pumping of energy in the range of small velocities, while in the range of large velocities the known limit of dissipative friction is reached. In order to investigate the influence of additional energy supply, we discuss the velocity distribution function for different cases. Analytical solutions of the corresponding Fokker-Planck equation in 2d are presented and compared with computer simulations. Different to the case of passive Brownian motion, we find several new features of the dynamics, such as the formation of limit cycles in the four-dimensional phase-space, a large mean squared displacement which increases quadratically with the energy supply, or non-equilibrium velocity distributions with crater-like form. Further, we point to some generalizations and possible applications of the model. Received 24 November 1999     

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.