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
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