BROWNIAN MOTION WITH ADHESION: LINEAR AND QUADRATIC NOISE

We consider a new type of the Brownian motion, in which the surrounding molecules are capable not only of colliding with the Brownian particle, but also of adhering to the Brownian particle for some time, thereby randomly changing its mass. The second moment, 〈v2〉, becomes negative either due to the large strength of the mass fluctuations or due to the large amplitude of an external periodic field indicating an instability of the system, which cannot reach the stationary state.