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
  • [21] Functionals of fractional Brownian motion and the three arcsine laws
    Sadhu, Tridib
    Wiese, Kay Jorg
    PHYSICAL REVIEW E, 2021, 104 (05)
  • [22] Ergodic properties of fractional Brownian-Langevin motion
    Deng, Weihua
    Barkai, Eli
    PHYSICAL REVIEW E, 2009, 79 (01):
  • [23] Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls
    Vojta, Thomas
    Warhover, Alex
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2021, 2021 (03):
  • [24] Non-Gaussian behavior of reflected fractional Brownian motion
    Wada, Alexander H. O.
    Warhover, Alex
    Vojta, Thomas
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2019,
  • [25] Memory-multi-fractional Brownian motion with continuous correlations
    Wang, Wei
    Balcerek, Michal
    Burnecki, Krzysztof
    Chechkin, Aleksei V.
    Janusonis, Skirmantas
    Slezak, Jakub
    Vojta, Thomas
    Wylomanska, Agnieszka
    Metzler, Ralf
    PHYSICAL REVIEW RESEARCH, 2023, 5 (03):
  • [26] Modelling intermittent anomalous diffusion with switching fractional Brownian motion
    Balcerek, Michal
    Wylomanska, Agnieszka
    Burnecki, Krzysztof
    Metzler, Ralf
    Krapf, Diego
    NEW JOURNAL OF PHYSICS, 2023, 25 (10):
  • [27] Passive advection of fractional Brownian motion by random layered flows
    Squarcini, Alessio
    Marinari, Enzo
    Oshanin, Gleb
    NEW JOURNAL OF PHYSICS, 2020, 22 (05)
  • [28] Fractional brownian motion of dislocations during creep deformation of metals
    Fernandez, R.
    Bruno, G.
    Garces, G.
    Nieto-Luis, H.
    Gonzalez-Doncel, G.
    MATERIALS SCIENCE AND ENGINEERING A-STRUCTURAL MATERIALS PROPERTIES MICROSTRUCTURE AND PROCESSING, 2020, 796
  • [29] Variational inference of fractional Brownian motion with linear computational complexity
    Verdier, Hippolyte
    Laurent, Francois
    Casse, Alhassan
    Vestergaard, Christian L.
    Masson, Jean -Baptiste
    PHYSICAL REVIEW E, 2022, 106 (05)
  • [30] Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes
    Wang, Wei
    Cherstvy, Andrey G.
    Kantz, Holger
    Metzler, Ralf
    Sokolov, Igor M.
    PHYSICAL REVIEW E, 2021, 104 (02)