During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an ‘infinitely more simple’ description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of ‘anomalous Brownian motion’, now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.

In our recent paper (Tóthová et al 2011 Eur. J. Phys. 32 645), we extensively used a rule allowing us to convert linear stochastic equations of motion for the position of a Brownian particle to deterministic equations for its mean square displacement. This rule was established in a little known and hardly accessible work (Vladimirsky 1942 Z. Eksp. Teor. Phys. 12 199, in Russian), and so far it has not been used in solving the generalized Langevin equations with memory. To make our paper more self-contained and readable for students, we present a very simple substantiation of our approach, which is suitable for the description of both normal and anomalous Brownian motion.

Brownian oscillator, ie a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the chaotic force driving the particle is correlated in time. The dynamics of the particle is described by the generalized Langevin equation with the inertial term, a coloured noise force, and a memory integral. We consider two kinds of the memory in the system. The first one corresponds to the exponentially correlated noise and in the second case the memory naturally arises within the Navier-Stokes hydrodynamics. Exact analytical solutions are obtained in both the cases using a simple and effective method not applied so far in this kind of problems.K e y w o r d s: Brownian oscillator, correlated noise, moving harmonic trap

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In this work we explore the mathematical correspondence between the Langevin equation that describes the motion of a Brownian particle (BP) and the equations for the time evolution of the charge in electric circuits, which are in contact with the thermal bath. The mean quadrate of the fluctuating electric charge in simple circuits and the mean square displacement of the optically trapped BP are governed by the same equations. We solve these equations using an efficient approach that allows us converting the stochastic equations to ordinary differential equations. From the obtained solutions the autocorrelation function of the current and the spectral density of the current fluctuations are found. As distinct from previous works, the inertial and memory effects are taken into account.