Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
- We study the stochastic motion of a test particle in a heterogeneous medium in terms of a position dependent diffusion coefficient mimicking measured deterministic diffusivity gradients in biological cells or the inherent heterogeneity of geophysical systems. Compared to previous studies we here investigate the effect of the interplay of anomalous diffusion effected by position dependent diffusion coefficients and coloured non-Gaussian noise. The latter is chosen to be distributed according to Tsallis' q-distribution, representing a popular example for a non-extensive statistic. We obtain the ensemble and time averaged mean squared displacements for this generalised process and establish its non-ergodic properties as well as analyse the non-Gaussian nature of the associated displacement distribution. We consider both non-stratified and stratified environments.
Author details: | Nicholas Mwilu MutothyaORCiD, Yong XuORCiD, Yongge Li, Ralf MetzlerORCiDGND |
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DOI: | https://doi.org/10.1088/1751-8121/abfba6 |
ISSN: | 1751-8113 |
ISSN: | 1751-8121 |
Title of parent work (English): | Journal of physics : A, Mathematical and theoretical |
Publisher: | IOP Publ. Ltd. |
Place of publishing: | Bristol |
Publication type: | Article |
Language: | English |
Date of first publication: | 2021/06/29 |
Publication year: | 2021 |
Release date: | 2023/11/01 |
Tag: | anomalous diffusion; coloured; diffusion; heterogeneous diffusion process; noise; non-extensive statistics |
Volume: | 54 |
Issue: | 29 |
Article number: | 295002 |
Number of pages: | 31 |
Funding institution: | NSF of ChinaNational Natural Science Foundation of China (NSFC) [11772255, 11902118]; National Key Research and Development Program of China [2018AAA0102201]; Research Funds for Interdisciplinary Subject of Northwestern Poly-technical University; Shaanxi Project for Distinguished Young Scholars; Shaanxi Provincial Key RD Program [2020KW-013, 2019TD-010]; German Research Foundation (DFG)German Research Foundation (DFG) [ME 1535/12-1]; Foundation for Polish Science (Fundacja na rzecz Nauki Polskiej, FNP) within an Alexander von Humboldt Honorary Polish Research Scholarship |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
DDC classification: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
Peer review: | Referiert |
Publishing method: | Open Access / Hybrid Open-Access |
License (German): | CC-BY - Namensnennung 4.0 International |
External remark: | Erratum: https://doi.org/10.1088/1751-8121/ac14da |