Generalised Kramers model

We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon the position of the particle, as well as time. The stationary solution of the Fokker-Planck equation is analysed in two limits: weak external forcing, where the solution is equivalent to the increase of the potential compared to the classical model, and strong external forcing, where the solution yields a non-zero probability flux for the motion in a periodic potential with a broken reflection symmetry.