Fractional Brownian motion with fluctuating diffusivities
| Autor: | Pacheco-Pozo, Adrian, Krapf, Diego |
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| Rok vydání: | 2024 |
| Předmět: | |
| Zdroj: | Phys. Rev. E 110, 014105 (2024) |
| Druh dokumentu: | Working Paper |
| DOI: | 10.1103/PhysRevE.110.014105 |
| Popis: | 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 Levy'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. Comment: 11 pages, 3 figures |
| Databáze: | arXiv |
| Externí odkaz: |
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