When considering the hydrodynamics of Brownian particles, one is confronted to a difficult closure problem. One possibility to close the hierarchy of hydrodynamic equations is to consider a strong friction limit. This leads to the Smoluchowski equation that reduces to the ordinary diffusion...

Non-Markovian effects on the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated under the framework of generalized Fokker–Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian...