Generalized Fokker-Planck equation, Brownian motion, and ergodicity

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Generalized Fokker-Planck equation, Brownian motion, and ergodicity.

Microscopic theory of Brownian motion of a particle of mass M in a bath of molecules of mass m<<M is considered beyond lowest order in the mass ratio mM . The corresponding Langevin equation contains nonlinear corrections to the dissipative force, and the generalized Fokker-Planck equation involves derivatives of order higher than 2. These equations are derived from first principles with coeffi...

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ژورنال

عنوان ژورنال: Physical Review E

سال: 2008

ISSN: 1539-3755,1550-2376

DOI: 10.1103/physreve.77.061136