The Brownian motion of microscopic particles is driven by the collisions with
the molecules of the surrounding fluid. The noise associated with these
collisions is not white, but coloured due, e.g., to the presence of
hydrodynamic memory. The noise characteristic time scale is typically of the
same order as the time over which the particle's kinetic energy is lost due to
friction (inertial time scale). We demonstrate theoretically that, in the
presence of a temperature gradient, the interplay between these two
characteristic time scales can have measurable consequences on the particle
long-time behaviour. Using homogenization theory, we analyse the infinitesimal
generator of the stochastic differential equation describing the system in the
limit where the two characteristic times are taken to zero; from this
generator, we derive the thermophoretic transport coefficient, which, we find,
can vary in both magnitude and sign, as observed in experiments. Furthermore,
studying the long-term stationary particle distribution, we show that particles
can accumulate towards the colder (positive thermophoresis) or the warmer
(negative thermophoresis) regions depending on the dependence of their physical
parameters and, in particular, their mobility on the temperature.Comment: 9 pages, 4 figure