Abstract

Analytical models describing the motion of colloidal particles in given force fields are presented. In addition to local approaches, leading to well known master equations such as the Langevin and the Fokker–Planck equations, a global description based on path integration is reviewed. A new result is presented, showing that under very broad conditions, during its evolution a dissipative system tends to minimize its energy dissipation in such a way to keep constant the Hamiltonian time rate, equal to the difference between the flux-based and the force-based Rayleigh dissipation functions. In fact, the Fokker–Planck equation can be interpreted as the Hamilton–Jacobi equation resulting from such minumum principle. At steady state, the Hamiltonian time rate is maximized, leading to a minimum resistance principle. In the unsteady case, we consider the relaxation to equilibrium of harmonic oscillators and the motion of a Brownian particle in shear flow, obtaining results that coincide with the solution of the Fokker–Planck and the Langevin equations