We investigate the motion of Brownian particles which have the ability
to take up energy from the environment, to store it in an internal de
pot, and to convert internal energy into kinetic energy. The resulting
Langevin equation includes an additional acceleration term. The motio
n of the Brownian particles in a parabolic potential is discussed for
two different cases: (i) continuous take-up of energy and (ii) take-up
of energy at localized sources. If the take-up of energy is above a c
ritical value, we found a limit-cycle motion of the particles, which,
in case (ii), can be interrupted by stochastic influences. Including r
eflecting obstacles, we found for the deterministic case a chaotic mot
ion of the particle.