The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial coefficient, which reflects the anisotropy of the particle's motion. This tensor, however, can not be interpreted as a diffusion tensor; there are antisymmetric terms which give rise to fluxes perpendicular to the density gradients. Here, we show that for an inhomogeneous magnetic field these nondiffusive fluxes have finite divergence and therefore affect the density evolution of the system. Only in the special cases of a uniform magnetic field or carefully chosen initial condition with the same symmetry as the magnetic field can these fluxes be ignored in the density evolution.

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We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in correlation between different velocity components in the stationary state. Integrating the velocity autocorrelation matrix, we obtain the diffusion matrix that enters the Fokker–Planck equation for the probability density. The eigenvectors of the diffusion matrix do not align with the temperature axes. As a consequence the Brownian particle performs spatially correlated diffusion. We further show that in the presence of an isotropic confining potential, an unusual, flux-free steady state emerges which is characterized by a non-Boltzmann density distribution, which can be rotated by reversing the magnetic field. The nontrivial steady state properties of our system result from the Lorentz force induced coupling of the spatial degrees of freedom which cease to exist in equilibrium corresponding to a single-temperature system.

The equilibrium properties of a system of passive diffusing particles in an external magnetic field are unaffected by the Lorentz force. In contrast, active Brownian particles exhibit steady-state phenomena that...