We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are introduced as random forces acting on the Brownian particles. The hydrodynamic interactions are introduced by directly resolving the fluid motions with the particle motion as a boundary condition to be satisfied. The validity of the method has been examined carefully by comparing the present numerical results with the fluctuation-dissipation theorem whose analytical form is known for dispersions of a single spherical particle. Simulations are then performed for more complicated systems, such as a dispersion composed of many spherical particles and a single polymeric chain in a solvent
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