PHYS7322 - Nonequilibrium Physics - Fall 2024
Problem set 4
Due Thursday October 31
1. Fokker-Planck equation for a Brownian particle in an external force
field in the limit t β −1 . The Smoluchowski equation.
The Langevin equation for a Brownian particle in an external force field
reduces in the limit t β −1 (where inertia can be neglected) to
~ + K(~
−β~v + A ~ r) ≈ 0,
where the instantaneous particle velocity
d~r
~v =
dt
and, as before, the stochastic acceleration is given by
hAi (t)Aj (t0 )i = Γδij δ(t − t0 ),
with Γ = 2βkT /m. Following similar steps as in the derivation of the Fokker-
Planck equation for the PDF of the velocity of the Brownian particle P (~v , t)
in the class notes, derive the Fokker-Planck equation
~ · −β~ −1 K(~r)P (~r, t) + D∇P
∂t P (~r, t) = ∇ ~ (~r, t)
for the PDF of the position of the Brownian particle P (~r, t) (also known as
the Smoluchowski equation) where ∇ ~ = x̂∂x + ŷ∂y + ẑ∂z is the spatial gra-
2
dient operator and D = Γ/(2β ) = kT /(6πRη) is the same spatial diffusion
constant given by the Stokes-Einstein relation.
2. Falling off a cliff
Calculate the escape rate of a Brownian particle of mass m from a parabolic
well centered at x = 0 truncated by a cliff at x = xc > 0. The potential
energy landscape for this problem is defined by
U (x) = Kx2 /2 (x < xc ),
and
U (x) = −∞ (x ≥ xc ).
3. Velocity auto-correlation function of the harmonically bound Brow-
nian particle (extra credit)
Derive an expression for the velocity autocorrelation function hv(t)v(t0 )i of a
harmonically bound Brownian particle in thermodynamic equilibrium using
a harmonic analysis starting from the Langevin equation
d2 x dx
2
+β + ω 2 x = A(t),
dt dt
where
hA(t)A(t0 )i = Γδ(t − t0 ).
The answer is the same as Problem 6 of Problem set 3. The only difference is
that you are using harmonic analysis instead of the direct method to compute
the velocity autocorrelation function.