On the higher order corrections to the Fokker–Planck equation

A.V. Plyukhin

Physica A: Statistical Mechanics and its Applications, 2005, vol. 351, issue 2, 198-210

Abstract: The Rayleigh model of nonlinear Brownian motion is revisited in which the heavy particle of mass M interacts with ideal gas molecules of mass m⪡M via instantaneous collisions. Using the van Kampen method of expansion of the master equation, nonlinear corrections to the Fokker–Planck equation are obtained up to sixth order in the small parameter λ=m/M, improving earlier results. The role and origin of non-Gaussian statistics of the random force in the corresponding Langevin equation are also discussed.

Keywords: Nonlinear Brownian motion; Fokker–Planck equation; van Kampen expansion (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:351:y:2005:i:2:p:198-210

DOI: 10.1016/j.physa.2004.11.068

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