TY  - JOUR
A1  - Mutothya, Nicholas Mwilu
A1  - Xu, Yong
A1  - Li, Yongge
A1  - Metzler, Ralf
A1  - Mutua, Nicholas Muthama
T1  - First passage dynamics of stochastic motion in heterogeneous media driven by correlated white Gaussian and coloured non-Gaussian noises
JF  - Journal of physics. Complexity
N2  - We study the first passage dynamics for a diffusing particle experiencing a spatially varying diffusion coefficient while driven by correlated additive Gaussian white noise and multiplicative coloured non-Gaussian noise. We consider three functional forms for position dependence of the diffusion coefficient: power-law, exponential, and logarithmic. The coloured non-Gaussian noise is distributed according to Tsallis' q-distribution. Tracks of the non-Markovian systems are numerically simulated by using the fourth-order Runge-Kutta algorithm and the first passage times (FPTs) are recorded. The FPT density is determined along with the mean FPT (MFPT). Effects of the noise intensity and self-correlation of the multiplicative noise, the intensity of the additive noise, the cross-correlation strength, and the non-extensivity parameter on the MFPT are discussed.
KW  - first passage
KW  - diffusion
KW  - non-Gaussian
KW  - correlated noise
Y1  - 2021
U6  - https://doi.org/10.1088/2632-072X/ac35b5
SN  - 2632-072X
VL  - 2
PB  - IOP Publishing
CY  - Bristol
ER  - 
TY  - JOUR
A1  - Sposini, Vittoria
A1  - Chechkin, Aleksei V.
A1  - Metzler, Ralf
T1  - First passage statistics for diffusing diffusivity
JF  - Journal of physics : A, Mathematical and theoretical
N2  - A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law < r(2)(t)> similar or equal to Dt yet the distribution of particle displacements is strongly non-Gaussian. A central approach to describe this effect is the diffusing diffusivity (DD) model in which the diffusion coefficient itself is a stochastic quantity, mimicking heterogeneities of the environment encountered by the tracer particle on its path. We here quantify in terms of analytical and numerical approaches the first passage behaviour of the DD model. We observe significant modifications compared to Brownian-Gaussian diffusion, in particular that the DD model may have a faster first passage dynamics. Moreover we find a universal crossover point of the survival probability independent of the initial condition.
KW  - diffusion
KW  - superstatistics
KW  - first passage
Y1  - 2018
U6  - https://doi.org/10.1088/1751-8121/aaf6ff
SN  - 1751-8113
SN  - 1751-8121
VL  - 52
IS  - 4
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  -