Young Goodman Brown is one of the representative short stroies written by Nathaniel Hawthorne,a great romanticism novelist of the United States in ninteen century.

Dynamic analysis for a Brownian particle in optical trap;

The velocity distribution function of Brownian particles is derived from the characteristic function, and the meaning of the result is discussed.

The esape problem of a Brownian particle in a one dimensional potentical well driven by Gaussian white noise is studied with the computer simulation, and the results obtained are compared to theoretical predictions.