Brownian motion as a problem of eliminating fast variables

The Hamilton equations for a Brownian particle involve its mass as a large parameter. As a consequence its motion is relatively slow and the fast motion of the surrounding fluid molecules can be eliminated by the standard method of eliminating fast variables. The result is equivalent to the known Langevin equation, plus additional higher orders. All coefficients are expressed in terms of correlation functions of the microscopic force on the particle.

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Year of publication:	1986
Authors:	Van Kampen, N.G. ; Oppenheim, I.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 138.1986, 1, p. 231-248
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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