Fractional Levy stable motion can model subdiffusive dynamics

被引:92
作者
Burnecki, Krzysztof [1 ]
Weron, Aleksander [1 ]
机构
[1] Wroclaw Univ Technol, Inst Math & Comp Sci, Hugo Steinhaus Ctr, PL-50370 Wroclaw, Poland
来源
PHYSICAL REVIEW E | 2010年 / 82卷 / 02期
关键词
ANOMALOUS DIFFUSION; PARAMETER;
D O I
10.1103/PhysRevE.82.021130
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
We show in this paper that the sample (time average) mean-squared displacement (MSD) of the fractional Levy alpha-stable motion behaves very differently from the corresponding ensemble average (second moment). While the ensemble average MSD diverges for alpha<2, the sample MSD may exhibit either subdiffusion, normal diffusion, or superdiffusion. Thus, H-self-similar Levy stable processes can model either a subdiffusive, diffusive or superdiffusive dynamics in the sense of sample MSD. We show that the character of the process is controlled by a sign of the memory parameter d=H-1/alpha. We also introduce a sample p-variation dynamics test which allows to distinguish between two models of subdiffusive dynamics. Finally, we illustrate a subdiffusive behavior of the fractional Levy stable motion on biological data describing the motion of individual fluorescently labeled mRNA molecules inside live E. coli cells, but it may concern many other fields of contemporary experimental physics.
引用
收藏
页数:8
相关论文
共 40 条
[1]  
[Anonymous], STAT TOOLS FINANCE I
[2]  
[Anonymous], 1986, Statistics: Textbooks and Monographs, Vol. 68
[3]   Transient Anomalous Diffusion of Telomeres in the Nucleus of Mammalian Cells [J].
Bronstein, I. ;
Israel, Y. ;
Kepten, E. ;
Mai, S. ;
Shav-Tal, Y. ;
Barkai, E. ;
Garini, Y. .
PHYSICAL REVIEW LETTERS, 2009, 103 (01)
[4]   Enhanced diffusion in active intracellular transport [J].
Caspi, A ;
Granek, R ;
Elbaum, M .
PHYSICAL REVIEW LETTERS, 2000, 85 (26) :5655-5658
[5]  
Chan T. F., 2005, IMAGE PROCESSING VAR
[6]   Ergodic properties of fractional Brownian-Langevin motion [J].
Deng, Weihua ;
Barkai, Eli .
PHYSICAL REVIEW E, 2009, 79 (01)
[7]   Discriminating between normal and anomalous random walks [J].
Dybiec, Bartlomiej ;
Gudowska-Nowak, Ewa .
PHYSICAL REVIEW E, 2009, 80 (06)
[8]   Physical nature of bacterial cytoplasm [J].
Golding, I ;
Cox, EC .
PHYSICAL REVIEW LETTERS, 2006, 96 (09)
[9]   Probing the nanoscale viscoelasticity of intracellular fluids in living cells [J].
Guigas, Gernot ;
Kalla, Claudia ;
Weiss, Matthias .
BIOPHYSICAL JOURNAL, 2007, 93 (01) :316-323
[10]   Random time-scale invariant diffusion and transport coefficients [J].
He, Y. ;
Burov, S. ;
Metzler, R. ;
Barkai, E. .
PHYSICAL REVIEW LETTERS, 2008, 101 (05)