Brownian-motion approach to statistical mechanics: Langevin equations, fluctuations, and timescales

We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a paradigm and upon using the Langevin equation(s), we present a brief exposition of the modern areas of stochastic thermodynamics and fluctuation theorems in a manner accessible to a non-expert. This is followed by an analysis of non-Markovian Brownian dynamics via generalized Langevin equation(s) in which we particularly shed light onto its derivation, the emergence of the fluctuation–dissipation relation, and the recently discovered effective-mass framework.