On the Theory of the Brownian Motion

With a method first indicated by Ornstein the mean values of all the powers of the velocity u and the displacement s of a free particle in Brownian motion are calculated. It is shown that u-u₀exp(-βt) and s-u₀/β[1-exp(-βt)] where u₀ is the initial velocity and β the friction coefficient divided by the mass of the particle, follow the normal Gaussian distribution law. For s this gives the exact frequency distribution corresponding to the exact formula for s² of Ornstein and Fürth. Discussion is given of the connection with the Fokker-Planck partial differential equation. By the same method exact expressions are obtained for the square of the deviation of a harmonically bound particle in Brownian motion as a function of the time and the initial deviation. Here the periodic, aperiodic and overdamped cases have to be treated separately. In the last case, when β is much larger than the frequency and for values of t≫β^-1, the formula takes the form of that previously given by Smoluchowski.