Anomalous diffusion and nonergodicity for heterogeneous diffusion processes with fractional Gaussian noise

被引:71
作者
Wang, Wei [1 ,2 ]
Cherstvy, Andrey G. [2 ]
Liu, Xianbin [1 ]
Metzler, Ralf [2 ]
机构
[1] Nanjing Univ Aeronaut & Astronaut, Coll Aerosp Engn, Nanjing 210016, Peoples R China
[2] Univ Potsdam, Inst Phys & Astron, D-14476 Potsdam, Germany
基金
中国国家自然科学基金;
关键词
DEPENDENT DIFFUSION; ATMOSPHERIC DIFFUSION; ERGODICITY BREAKING; ENHANCED DIFFUSION; BROWNIAN WALKER; PARTICLE; EQUATION; MEDIA; TRANSPORT; STRATONOVICH;
D O I
10.1103/PhysRevE.102.012146
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
Heterogeneous diffusion processes (HDPs) feature a space-dependent diffusivity of the form D(x) = D-0|x|(alpha). Such processes yield anomalous diffusion and weak ergodicity breaking, the asymptotic disparity between ensemble and time averaged observables, such as the mean-squared displacement. Fractional Brownian motion (FBM) with its long-range correlated yet Gaussian increments gives rise to anomalous and ergodic diffusion. Here, we study a combined model of HDPs and FBM to describe the particle dynamics in complex systems with position-dependent diffusivity driven by fractional Gaussian noise. This type of motion is, inter alia, relevant for tracer-particle diffusion in biological cells or heterogeneous complex fluids. We show that the long-time scaling behavior predicted theoretically and by simulations for the ensemble-and time-averaged mean-squared displacements couple the scaling exponents alpha of HDPs and the Hurst exponent H of FBM in a characteristic way. Our analysis of the simulated data in terms of the rescaled variable y similar to |x|(1/(2/(2-alpha)))/t(H) coupling particle position x and time t yields a simple, Gaussian probability density function (PDF), PHDP-FBM(y) = e(-y2)/root pi. Its universal shape agrees well with theoretical predictions for both uni- and bimodal PDF distributions.
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页数:16
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