Random diffusivity from stochastic equations
- 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 greyA 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.…
Author details: | Vittoria SposiniORCiD, Aleksei ChechkinORCiDGND, Flavio Seno, Gianni Pagnini, Ralf MetzlerORCiDGND |
---|---|
DOI: | https://doi.org/10.1088/1367-2630/aab696 |
ISSN: | 1367-2630 |
Title of parent work (English): | New Journal of Physics |
Subtitle (English): | comparison of two models for Brownian yet non-Gaussian diffusion |
Publisher: | Deutsche Physikalische Gesellschaft / Institute of Physics |
Place of publishing: | Bad Honnef und London |
Publication type: | Article |
Language: | English |
Date of first publication: | 2018/03/14 |
Publication year: | 2018 |
Release date: | 2018/04/05 |
First page: | 1 |
Last Page: | 33 |
Funding number: | PA 1521045654 |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
DDC classification: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
Peer review: | Referiert |
Grantor: | Publikationsfonds der Universität Potsdam |
Publishing method: | Open Access |
License (English): | Creative Commons - Namensnennung 3.0 Unported |
External remark: | Zweitveröffentlichung in der Schriftenreihe Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe ; 416 |