Abstract
Differential equations governing the time evolution of distribution functions for Brownian motion in the full phase space were first derived independently by Klein and Kramers. From these so-called Fokker-Planck equations one may derive the reduced differential equations in coordinate space known as Smoluchowski equations. Many such derivations have previously been reported, but these either involved unnecessary assumptions or approximations, or were performed incompletely. We employ an iterative reduction scheme, free of assumptions, and calculate formally exact corrections to the Smoluchowski equations for many-particle systems with and without hydrodynamic interaction, and for a single particle in an external field. In the absence of hydrodynamic interaction, the lowest order corrections have been expressed explicitly in terms of the coordinate space distribution function. An additional application of the method is made to the reduction of the stress tensor used in evaluating the intrinsic viscosity of particles in solution. Most of the present work is based on classical Brownian motion theory, but brief consideration is given in an appendix to some recent developments regarding non-Markovian equations for Brownian motion.
Similar content being viewed by others
References
A. Einstein,Ann. d. Phys. 17:549 (1905) [English translation reprinted inAlbert Einstein, Investigations on the Theory of the Brownian Movement, R. Furth, ed., Dover, New York (1956)].
M. v. Smoluchowski,Ann. d. Phys. 21:756 (1906).
P. Langevin,Comptes rendus 146:530 (1908).
A. D. Fokker, Diss. Leiden, (1913);Ann. d. Physik 43:812 (1914).
M. Planck,Sitz, der preuss. Akad. 23:324 (1917).
M. v. Smoluchowski,Ann. d. Physik 48:1103 (1915).
H. A. Kramers,Physica 7:284 (1940).
O. Klein,Ark. Mat., Astron., Fys. 16(5) (1922).
S. Chandrasekhar,Rev. Mod. Phys. 15:1 (1943) [reprinted inSelected Papers on Noise and Stochastic Processes, N. Wax, ed., Dover, New York (1954)].
R. W. Davies,Phys. Rev. 93:1169 (1954).
E. Nelson,Dynamical Theories of Brownian Motion, Princeton University Press, Princeton, N.J. (1967).
L. S. Ornstein,Versl. Acad. Amst. 26:1005 (1917) [English translation inProc. Acad. Amst. 21:96 (1919)].
G. E. Uhlenbeck and L. S. Ornstein,Phys. Rev. 36:823 (1930) [reprinted inSelected Papers on Noise and Stochastic Processes, N. Wax, ed., Dover, New York (1954)].
J. C. Maxwell,Phil. Trans. Roy. Soc. 157:72 (1867); H. Grad,Comm. Pure Appl. Math. 2:331 (1949); E. A. Guggenheim,Elements of the Kinetic Theory of Gases, Pergamon Press, Oxford (1960), p. 34.
J. G. Kirkwood, F. P. Buff, and M. S. Green,J. Chem. Phys. 17:988 (1949).
A. Suddaby, Ph.D. Thesis, University of London (1954).
R. Eisenschitz and A. Suddaby, inProc. 2nd Int. Cong. Rheo., Butterworth, London (1954), p. 320; R. Eisenschitz,Statistical Theory of Irreversible Processes, Oxford University Press, London (1958), pp. 31–33.
A. Suddaby and J. R. N. Miles,Proc. Phys. Soc. (London) 77:1170 (1961).
S. A. Rice and P. Gray,The Statistical Mechanics of Simple Liquids, Wiley-Interscience, New York (1965), pp. 249–253, 346–349.
G. H. A. Cole,The Statistical Theory of Classical Simple Dense Fluids, Pergamon Press, Oxford (1967), pp. 211–214.
H. C. Brinkman,Physica 22:29 (1956).
R. A. Sack,Physica 22:917 (1956).
R. O. Davies,Physica 23:1067 (1957).
E. Guth,Phys. Rev. 126:1213 (1962);Adv. Chem. Phys. 25:363 (1969).
L. Monchick,J. Chem. Phys. 62:1907 (1975).
P. C. Hemmer,Physica 27:79 (1961).
P. Resibois,Electrolyte Theory, Harper and Row, New York (1968), pp. 78–84, 154–157.
W. G. N. Slinn and S. F. Shen,J. Stat. Phys. 3:291 (1971).
J. L. Aguirre and T. J. Murphy,Phys. Fluids 14:2050 (1971).
T. J. Murphy and J. L. Aguirre,J. Chem. Phys. 57:2098 (1972).
S. R. de Groot and P. Mazur,Non-Equilibrium Thermodynamics, North-Holland, Amsterdam (1962), pp. 191–194.
H. Yamakawa, G. Tanaka, and W. H. Stockmayer,J. Chem. Phys. 61:4535 (1974).
C. F. Curtiss, R. B. Bird, and O. Hassager, WIS-TCI-507, to appear inAdv. Chem. Phys.
J. G. Kirkwood,Rec. Trav. Chim. 68:648 (1949).
J. Riseman and J. G. Kirkwood, inRheology, I, F. Eirich, ed., Academic Press, New York (1956).
H. Falkenhagen and W. Ebeling,Phys. Lett. 15:131 (1965); W. Ebeling,Ann. Physik 16:147 (1965); P. Gray,Mol. Phys. 21:675 (1971);7:255 (1964).
J. L. Lebowitz and E. Rubin,Phys. Rev. 131:2381 (1963).
R. M. Mazo,J. Stat. Phys. 1:559 (1969).
J. M. Deutch and I. Oppenheim,J. Chem. Phys. 54:3547 (1971).
R. Zwanzig,Adv. Chem. Phys. 25:325 (1969).
T. J. Murphy,J. Chem. Phys. 56:3487 (1972).
B. U. Felderhof, J. M. Deutch, and U. Titulaer,J. Chem. Phys. 63:740 (1975).
W. H. Stockmayer, G. Wilemski, H. Yamakawa, and G. Tanaka,J. Chem. Phys. 63:1039 (1975).
W. H. Stockmayer, W. Gobush, Y. Chikahisa, and D. K. Carpenter,Chem. Soc. Faraday Disc. 49:182 (1970).
E. G. D. Cohen, ed.,Fundamental Problems in Statistical Mechanics III, North-Holland, Amsterdam (1975).
L.-P. Hwang and J. H. Freed,J. Chem. Phys. 63:119 (1975).
E. L. Chang, R. M. Mazo, and J. T. Hynes,Mol. Phys. 28:997 (1974).
Author information
Authors and Affiliations
Additional information
Supported by the National Science Foundation.
Rights and permissions
About this article
Cite this article
Wilemski, G. On the derivation of Smoluchowski equations with corrections in the classical theory of Brownian motion. J Stat Phys 14, 153–169 (1976). https://doi.org/10.1007/BF01011764
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01011764