We consider a charged Brownian gas under the influence of external, static and uniform electric and magnetic fields, immersed in a uniform bath temperature. We obtain the solution for the associated Langevin equation, and thereafter the evolution of the nonequilibrium temperature towards a...

We report the exact fundamental solution for Kramers equation associated to a Brownian gas of charged particles, under the influence of homogeneous (spatially uniform) otherwise arbitrary, external mechanical, electrical and magnetic fields. Some applications are presented, namely the...

A novel quantum Smoluchowski dynamics in an external, nonlinear potential has been derived recently. In its original form, this overdamped quantum dynamics is not compatible with the second law of thermodynamics if applied to periodic, but asymmetric ratchet potentials. An improved version of...

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...

We propose an energetic interpretation of stochastic processes described by Langevin equations with non-uniform temperature. In order to avoid Itô–Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker–Planck equation by the renormalization group method. We give a...

We investigate an undamped random phase-space dynamics in deterministic external force fields (conservative and magnetic ones). By employing the hydrodynamical formalism for those stochastic processes we analyze microscopic kinetic-type “collision invariants” and their relationship to local...

In this article, we prove that Dirac brackets for Hamiltonian and non-Hamiltonian constrained systems can be derived recursively. We then study the applicability of that formulation in analysis of some interesting physical models. Particular attention is paid to the feasibility of implementation...

Escape by diffusion from a double-well potential across a barrier is studied on the basis of the Smoluchowski equation in one dimension. By comparison with exact results for a piecewise parabolic potential a reduced description is constructed in terms of a set of rate equations for the...

For ergodic adiabatic quantum systems, we study the evolution of energy distribution as the system evolves in time. Starting from the von Neumann equation for the density operator, we obtain the quantum analogue of the Smoluchowski equation on coarse-graining over the energy spectrum. This...

The time-dependence of the occupation probabilities of neighboring wells due to diffusion in one dimension is formulated in terms of a set of generalized rate equations describing transitions between neighboring wells and escape across a final barrier. The equations contain rate coefficients,...