Changho Kim

Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force which enter the generalized Langevin equation of the Brownian particle are determined and their dependence on mass and diameter are investigated for two different fluid densities. Deviations of the fluctuating force distribution from a Gaussian form are observed for small particle diameters. For heavy particles the deviations of the fluctuating force from the total force acting on the Brownian particle decrease linearly with the mass ratio m/M where m denotes the mass of a fluid particle.

The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete Markovian process characterized by time dependent rates. Apart from the occupation probabilities, so-called specific probability densities and localizing functions can be associated to each metastable state. Together, these three sets of functions uniquely characterize the large time dynamics of the conditional probability density of the original process. Exact equations of motion are formulated for these three sets of functions and strategies are discussed how to solve them. These methods are illustrated and their usefulness is demonstrated by means of the example of a bistable Brownian oscillator within a large range of driving frequencies from the slow semiadiabatic to the fast driving regime.

Analytical and numerical simulation studies are performed on the diffusion of simple fluids in both thin slits and long cylindrical pores. In the region of large Knudsen numbers, where the wall-particle collisions outnumber the intermolecular collisions, we obtain analytical results for the self-diffusion coefficients for both slit and cylindrical pore shapes. The results show anomalous behavior of the mean square displacement and the velocity autocorrelation for the case of slits, unlike the case of cylindrical pores which shows standard Fick’s law. Molecular dynamics simulations confirm the analytical results. We further study the wall-mediated diffusion behavior conducted by a Smoluchowski thermal wall and compare with our analytical results obtained from the stochastic thermal wall model proposed by Mon and Percus.

The stochastic dynamics of a classical parametric oscillator driven by coloured noise with exponential correlation is studied both by analytical and numerical methods. The critical strength of the parametric modulation at which the motion of the oscillator becomes unbounded, and the dependence of this critical strength on the magnitude and the correlation length of the noise, are investigated. The results show that the critical strength does not depend on either the strength or the correlation length of the coloured noise, but that the squeezing induced by the parametric oscillation is enhanced by increasing the correlation length of the noise.