On the Theory of the Brownian Motion

1930/09/01 by G. E. Uhlenbeck, L. S. Ornstein · 77 citations
Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Statistical Mechanics and Entropy #stochastic dynamics and bifurcation

paper · doi:10.1103/physrev.36.823

Abstract

With a method first indicated by Ornstein the mean values of all the powers of the velocity u and the displacement s of a free particle in Brownian motion are calculated. It is shown that u\ensuremath-u₀exp(\ensuremath-\ensuremathβt) and s\ensuremath-\fracu₀\ensuremathβ[1\ensuremath-exp(\ensuremath-\ensuremathβt)] where u₀ is the initial velocity and \ensuremathβ the friction coefficient divided by the mass of the particle, follow the normal Gaussian distribution law. For s this gives the exact frequency distribution corresponding to the exact formula for s² of Ornstein and F"urth. Discussion is given of the connection with the Fokker-Planck partial differential equation. By the same method exact expressions are obtained for the square of the deviation of a harmonically bound particle in Brownian motion as a function of the time and the initial deviation. Here the periodic, aperiodic and overdamped cases have to be treated separately. In the last case, when \ensuremathβ is much larger than the frequency and for values of t\ensuremath≫\ensuremathβ^\ensuremath-1, the formula takes the form of that previously given by Smoluchowski.

Citations

• Über die von der molekularkinetischen Theorie der Wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen

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