Simultaneous Brownian Motion of N Particles in a Temperature Gradient

A system of N Brownian particles suspended in a nonuniform heat bath is treated as a thermodynamic system whith internal degrees of freedom, in this case their velocities and coordinates. Applying the scheme of non-equilibrium thermodynamics, one then easily obtains the Fokker-Planck equation for simultaneous Brownian motion of N particles in a temperature gradient. This equation accounts for couplings in the motion as a result of hydrodynamic interactions between particles.