Stochastic dynamics beyond the weak coupling limit: thermalization

We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized fluctuation-dissipation relations are derived and shown to ensure convergence to thermal equilibrium at any order of perturbation theory.Comment: 6+ page

Transient rectification of Brownian diffusion with asymmetric initial distribution

In an ensemble of non-interacting Brownian particles, a finite systematic average velocity may temporarily develop, even if it is zero initially. The effect originates from a small nonlinear correction to the dissipative force, causing the equation for the first moment of velocity to couple to moments of higher order. The effect may be relevant when a complex system dissociates in a viscous medium with conservation of momentum

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 $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the dissipative force, and the generalized Fokker-Planck equation involves derivatives of order higher than two. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order $(m/M)^2$ and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented