Fractional Brownian motion with fluctuating diffusivities

被引:2
|
作者
Pacheco-Pozo, Adrian [1 ]
Krapf, Diego [1 ]
机构
[1] Colorado State Univ, Dept Elect & Comp Engn, Ft Collins, CO 80523 USA
基金
美国国家科学基金会;
关键词
ANOMALOUS DIFFUSION; SINGLE; KINETICS;
D O I
10.1103/PhysRevE.110.014105
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach of a generalization that incorporates heterogeneities in either the tracers or the environment. This work presents a modification of L & eacute;vy's representation of fBm for the case in which the generalized diffusion coefficient is a stochastic process. We derive analytical expressions for the autocovariance function and both ensemble- and time-averaged mean squared displacements. Further, we validate the efficacy of the developed framework in two-state systems, comparing analytical asymptotic expressions with numerical simulations.
引用
收藏
页数:10
相关论文
共 50 条
  • [1] Fractional Brownian motion in crowded fluids
    Ernst, Dominique
    Hellmann, Marcel
    Koehler, Juergen
    Weiss, Matthias
    SOFT MATTER, 2012, 8 (18) : 4886 - 4889
  • [2] Fractional Brownian motion with a reflecting wall
    Wada, Alexander H. O.
    Vojta, Thomas
    PHYSICAL REVIEW E, 2018, 97 (02)
  • [3] Approximations for reflected fractional Brownian motion
    Malsagov, Artagan
    Mandjes, Michel
    PHYSICAL REVIEW E, 2019, 100 (03)
  • [4] Stochastic thermodynamics of fractional Brownian motion
    Khadem, S. Mohsen J.
    Klages, Rainer
    Klapp, Sabine H. L.
    PHYSICAL REVIEW RESEARCH, 2022, 4 (04):
  • [5] Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries
    Jeon, Jae-Hyung
    Metzler, Ralf
    PHYSICAL REVIEW E, 2010, 81 (02)
  • [6] Transient aging in fractional Brownian and Langevin-equation motion
    Kursawe, Jochen
    Schulz, Johannes
    Metzler, Ralf
    PHYSICAL REVIEW E, 2013, 88 (06):
  • [7] Fractional Brownian motion run with a nonlinear clock
    O'Malley, Daniel
    Cushman, John H.
    PHYSICAL REVIEW E, 2010, 82 (03):
  • [8] Tempered fractional Brownian motion on finite intervals
    Vojta, Thomas
    Miller, Zachary
    Halladay, Samuel
    EUROPEAN PHYSICAL JOURNAL B, 2021, 94 (10)
  • [9] Inertia triggers nonergodicity of fractional Brownian motion
    Cherstvy, Andrey G.
    Wang, Wei
    Metzler, Ralf
    Sokolov, Igor M.
    PHYSICAL REVIEW E, 2021, 104 (02)
  • [10] Aging and confinement in subordinated fractional Brownian motion
    Liang, Yingjie
    Wang, Wei
    Metzler, Ralf
    PHYSICAL REVIEW E, 2024, 109 (06)