We study a model of Brownian particles which are pumped with energy by mean
s of a non-linear friction function, for which different types are discusse
d. A suitable expression for a non-linear, velocity-dependent friction func
tion is derived by considering an internal energy depot of the Brownian par
ticles. In this case, the friction function describes the pumping of energy
in the range of small velocities, while in the range of large velocities t
he known limit of dissipative friction is reached. In order to investigate
the influence of additional energy supply, we discuss the velocity distribu
tion function for different cases. Analytical solutions of the correspondin
g Fokker-Planck equation in 2d are presented and compared with computer sim
ulations. Different to the case of passive Brownian motion, we find several
new features of the dynamics, such as the formation of limit cycles in the
four-dimensional phase-space, a large mean squared displacement which incr
eases quadratically with the energy supply, or non-equilibrium velocity dis
tributions with crater-like form. Further, we point to some generalizations
and possible applications of the model.