No abstract

Contents 1. Introduction 2. Two ways of describing Brownian motion 2.1 The Langevin equation; 2.2 The Fokker-Planck equation 3. Brownian motion in a medium with nonlinear friction. Three forms of the Fokker-Planck equation 4. The Fokker-Planck equation for a Boltzmann gas 5. The Smoluchowski equation. The master equation 6. Two ways of transition from the master equation to the Fokker-Planck equation 6.1 The kinetic form of the Fokker-Planck equation; 6.2 Stationary solution of the Fokker-Planck equation 7. The master equation for a system of atoms in an electromagnetic field 8. Brownian motion of quantum atom oscillators 8.1 The master equation; 8.2 The Fokker-Planck equation 9. Master equations for one-step processes 9.1 Traditional definition of transition probability; 9.2 Nontraditional definition of transition probability 10. Spatial diffusion. The Einstein-Smoluchowski equation 10.1 Spatial diffusion. The Langevin method; 10.2 Diffusion of a Brownian particle in an external field; 10.3 Comparison of stationary distributions in 'linear' and 'nonlinear' thermostats 11. Hydrodynamic description of Brownian motion 12. Evolution of free energy and entropy in Brownian motion.

No abstract

No abstract

No abstract