Brownian motion in a magnetic field
R. Czopnik, P. Garbaczewski
Abstract
We derive explicit forms of Markovian transition probability densities for the velocity space, phase-space and the Smoluchowski configuration-space Brownian motion of a charged particle in a constant magnetic field. By invoking a hydrodynamical formalism for those stochastic processes, we quantify a continual (net on the local average) heat transfer from the thermostat to diffusing particles.
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