What is it about?
Brownian motion is ubiquitous in physics, chemistry, biology, engineering and even economics and social sciences. In this article, we briefly review the problem of Brownian motion and describe some intriguing facets including stochastic thermodynamics, fluctuation theorems, and non-Markovian Brownian dynamics.
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Why is it important?
This review article has appeared in the special issue dedicated to 250 years of Robert Brown's birth anniversary. In addition to reviewing the original treatment of Brownian motion by Einstein, Langevin, and others, this article discusses recent topics such as stochastic thermodynamics, fluctuation theorems, and non-Markovian Brownian dynamics. Since some of these recent developments have found their place only in specialized monographs but not in textbooks that are accessible to students and researchers who are not active workers in statistical physics, the authors strongly believe that the present exposition, although brief, shall provide a simplistic introduction to some of the modern developments in statistical physics to readers with minimal expertise in the field.
Perspectives
Writing this article was a great pleasure for us and we hope that this article shall serve to stimulate further research in this interdisciplinary area.
Aritra Ghosh
Indian Institute of Technology Bhubaneswar
Read the Original
This page is a summary of: Brownian-motion approach to statistical mechanics: Langevin equations, fluctuations, and timescales, Physics of Fluids, February 2025, American Institute of Physics,
DOI: 10.1063/5.0255687.
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