Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation

被引:29
|
作者
Lim, S. C. [1 ]
Teo, L. P. [2 ]
机构
[1] Multimedia Univ, Jalan Multimedia, Fac Engn, Cyberjaya 63100, Selangor Darul, Malaysia
[2] Multimedia Univ, Jalan Multimedia, Fac Informat Technol, Cyberjaya 63100, Selangor Darul, Malaysia
来源
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT | 2009年
关键词
stochastic processes (theory); diffusion; ANOMALOUS DIFFUSION; PROBABILITIES; DYNAMICS; MAXIMUM; FLOW;
D O I
10.1088/1742-5468/2009/08/P08015
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion.
引用
收藏
页数:23
相关论文
共 50 条
  • [21] Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
    Eliazar, Iddo
    Kachman, Tal
    JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2022, 55 (11)
  • [22] Fractional Langevin Equation Model for Characterization of Anomalous Brownian Motion from NMR Signals
    Lisy, Vladimir
    Tothova, Jana
    MATHEMATICAL MODELING AND COMPUTATIONAL PHYSICS 2017 (MMCP 2017), 2018, 173
  • [23] An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion
    Feng, Xiaoli
    Li, Peijun
    Wang, Xu
    INVERSE PROBLEMS, 2020, 36 (04)
  • [24] GENERALIZED FRACTIONAL LEVY PROCESSES WITH FRACTIONAL BROWNIAN MOTION LIMIT
    Klueppelberg, Claudia
    Matsui, Muneya
    ADVANCES IN APPLIED PROBABILITY, 2015, 47 (04) : 1108 - 1131
  • [25] Fractional stochastic Volterra equation perturbed by fractional Brownian motion
    Zhang, Yinghan
    Yang, Xiaoyuan
    APPLIED MATHEMATICS AND COMPUTATION, 2015, 256 : 20 - 36
  • [26] Fractional Langevin equation to describe anomalous diffusion
    Kobelev, V
    Romanov, E
    PROGRESS OF THEORETICAL PHYSICS SUPPLEMENT, 2000, (139): : 470 - 476
  • [27] Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity, and aging
    Wei, Qing
    Wang, Wei
    Tang, Yifa
    Metzler, Ralf
    Chechkin, Aleksei
    PHYSICAL REVIEW E, 2025, 111 (01)
  • [28] Diffusion of an Active Particle Bound to a Generalized Elastic Model: Fractional Langevin Equation
    Taloni, Alessandro
    FRACTAL AND FRACTIONAL, 2024, 8 (02)
  • [29] Brownian dynamics simulations of single-file motion through nanochannels
    Kosinska, I. D.
    Fulinski, A.
    ACTA PHYSICA POLONICA B, 2006, 37 (06): : 1745 - 1752
  • [30] A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion
    Ayache A.
    Bertrand P.
    Véhel J.L.
    Statistical Inference for Stochastic Processes, 2007, 10 (1) : 1 - 27