On the higher order corrections to the Fokker-Planck equation

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 via instantaneous collisions. Using the van Kampen method of expansion of the master equation, non-linear corrections to the Fokker-Planck equation are obtained up to sixth order in the small parameter 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.

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