Find the solution to the equation of motion (known as the Langevin equation) for the velocity v of a particle of mass m which is given by
m\dot{v} = −αv + F(t), (33.1)
where α is a damping constant (arising from friction), F(t) is a random force whose average value over a long time period, 〈F〉, is zero.
Note first that in the absence of the random force, eqn 33.1 becomes
m\dot{v} = −αv , (33.2)
which has solution
v(t)=v(0)\exp [−t/(mα^{−1} )], (33.3)
so that any velocity component dies away with a time constant given by m/α. The random force F(t) is necessary to give a model in which the particle’s motion does not die away.
To solve eqn 33.1, write v = \dot{x} and premultiply both sides by x. This leads to
mx\ddot{x} = −αx\dot{x} + xF(t). (33.4)
Now
\frac{d}{dt}(x\dot{x} )=x\ddot{x} +\dot{x}^{ 2} , (33.5)
and hence we have that
m \frac{d}{dt} (x\dot{x} )=m\dot{x}^{2} −αx\dot{x} + xF(t). (33.6)
We now average this result over time. We note that x and F are uncorrelated, and hence 〈xF〉 = 〈x〉〈F〉 = 0. We can also use the equipartition theorem, which here states that
\frac{1}{2}m\left\langle \dot{x}^{2} \right\rangle = \frac{1}{2} k_{B} T. (33.7)
Hence, using eqn 33.7 in eqn 33.6, we have
m\frac{d}{dt}\left\langle x\dot{x} \right\rangle = k_{B} T – α\left\langle x\dot{x} \right\rangle , (33.8)
or equivalently
\left(\frac{d}{dt}+\frac{α }{m} \right)\left\langle x\dot{x} \right\rangle = \frac{k_{B} T}{m}, (33.9)
which has a solution
\left\langle x\dot{x} \right\rangle = Ce^{−αt/m} + \frac{ k_{B} T}{ α}. (33.10)
Putting the boundary condition that x = 0 when t = 0, one can find that the constant C = −k_{B}T/α, and hence
\left\langle x\dot{x} \right\rangle = \frac{k_{B} T}{α}(1−e^{−αt/m} ). (33.11)
Using the identity
\frac{1}{2} \frac{d}{dt}\left\langle x^{2} \right\rangle = \left\langle x\dot{x} \right\rangle , (33.12)
we then have
\left\langle x^{2} \right\rangle = \frac{ 2k_{B} T }{α}\left[t− \frac{m}{ α} (e^{−αt/m} )\right] . (33.13)
When t \ll m/α,
\left\langle x^{2} \right\rangle = \frac{ k_{B}T t^{2} }{m}, (33.14)
while for t \gg m/α,
\left\langle x^{2} \right\rangle = \frac{ 2k_{B}T t }{α}. (33.15)
Writing{}^{1} 〈x²〉 = 2Dt, where D is the diffusion constant, yields D = k_{B}T/α.
{}^{1}See Appendix C.12.