Brownian motion of a classical harmonic oscillator in a magnetic field

In this paper, the stochastic diffusion process of a charged classical harmonic oscillator in a constant magnetic field is exactly described through the analytical solution of the associated Langevin equation. Due to the presence of the magnetic field, stochastic diffusion takes place across and along the magnetic field. Along the magnetic field, the Brownian motion is exactly the same as that of the ordinary one-dimensional classical harmonic oscillator, which was very well described in Chandrasekhar's celebrated paper [Rev. Mod. Phys. 15, 1 (1943)]. Across the magnetic field, the stochastic process takes place on a plane, perpendicular to the magnetic field. For internally Gaussian white noise, this planar-diffusion process is exactly described through the first two moments of the positions and velocities and their corresponding cross correlations. In the absence of the magnetic field, our analytical results are the same as those calculated by Chandrasekhar for the ordinary harmonic oscillator. The stochastic planar diffusion is also well characterized in the overdamped approximation, through the solutions of the Langevin equation.