TY  - JOUR
A1  - Sposini, Vittoria
A1  - Chechkin, Aleksei V.
A1  - Seno, Flavio
A1  - Pagnini, Gianni
A1  - Metzler, Ralf
T1  - Random diffusivity from stochastic equations
BT  - comparison of two models for Brownian yet non-Gaussian diffusion
JF  - New Journal of Physics
N2  - A considerable number of systems have recently been reported in which
Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential(Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.
Y1  - 2018
U6  - https://doi.org/10.1088/1367-2630/aab696
SN  - 1367-2630
SP  - 1
EP  - 33
PB  - Deutsche Physikalische Gesellschaft / Institute of Physics
CY  - Bad Honnef und London
ER  -