Notes on Brownian motion and related phenomena

Abstract

In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory extended to Langevin and Fokker-Planck formalism. Then the theory is applied to barrier crossing dynamics, popularly known as Kramers' theory of activated rate processes. The various regimes are discussed extensively and Smoluchowski equation is derived as a special case. Then we discuss some of the aspects of Master equation and two of its applications.

35 pages, RevTex, misprints are corrected and figures are added