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Anomalous diffusion and nonergodicity for heterogeneous diffusion processes with fractional Gaussian noise

  • Heterogeneous diffusion processes (HDPs) feature a space-dependent diffusivity of the form D(x) = D-0|x|(alpha). Such processes yield anomalous diffusion and weak ergodicity breaking, the asymptotic disparity between ensemble and time averaged observables, such as the mean-squared displacement. Fractional Brownian motion (FBM) with its long-range correlated yet Gaussian increments gives rise to anomalous and ergodic diffusion. Here, we study a combined model of HDPs and FBM to describe the particle dynamics in complex systems with position-dependent diffusivity driven by fractional Gaussian noise. This type of motion is, inter alia, relevant for tracer-particle diffusion in biological cells or heterogeneous complex fluids. We show that the long-time scaling behavior predicted theoretically and by simulations for the ensemble-and time-averaged mean-squared displacements couple the scaling exponents alpha of HDPs and the Hurst exponent H of FBM in a characteristic way. Our analysis of the simulated data in terms of the rescaled variableHeterogeneous diffusion processes (HDPs) feature a space-dependent diffusivity of the form D(x) = D-0|x|(alpha). Such processes yield anomalous diffusion and weak ergodicity breaking, the asymptotic disparity between ensemble and time averaged observables, such as the mean-squared displacement. Fractional Brownian motion (FBM) with its long-range correlated yet Gaussian increments gives rise to anomalous and ergodic diffusion. Here, we study a combined model of HDPs and FBM to describe the particle dynamics in complex systems with position-dependent diffusivity driven by fractional Gaussian noise. This type of motion is, inter alia, relevant for tracer-particle diffusion in biological cells or heterogeneous complex fluids. We show that the long-time scaling behavior predicted theoretically and by simulations for the ensemble-and time-averaged mean-squared displacements couple the scaling exponents alpha of HDPs and the Hurst exponent H of FBM in a characteristic way. Our analysis of the simulated data in terms of the rescaled variable y similar to |x|(1/(2/(2-alpha)))/t(H) coupling particle position x and time t yields a simple, Gaussian probability density function (PDF), PHDP-FBM(y) = e(-y2)/root pi. Its universal shape agrees well with theoretical predictions for both uni- and bimodal PDF distributions.show moreshow less

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Metadaten
Author details:Wei WangORCiD, Andrey G. CherstvyORCiD, Xianbin Liu, Ralf MetzlerORCiDGND
DOI:https://doi.org/10.1103/PhysRevE.102.012146
ISSN:2470-0045
ISSN:2470-0053
ISSN:1063-651X
ISSN:1539-3755
ISSN:2470-0061
Pubmed ID:https://pubmed.ncbi.nlm.nih.gov/32794926
Title of parent work (English):Physical review : E, Statistical, nonlinear and soft matter physics
Publisher:American Physical Society
Place of publishing:College Park
Publication type:Article
Language:English
Date of first publication:2020/07/23
Publication year:2020
Release date:2023/03/30
Volume:102
Issue:1
Article number:012146
Number of pages:16
First page:012146-1
Last Page:012146-16
Funding institution:National Natural Science Foundation of China (NNSFC)National Natural; Science Foundation of China (NSFC) [11472126, 11232007]; Priority; Academic Program Development of Jiangsu Higher Education Institutions; (PAPD); Deutsche Forschungsgemeinschaft (DFG)German Research Foundation; (DFG) [ME 1535/7-1]; Foundation for Polish Science (Fundacja na rzecz; Nauki Polskiej) within an Alexander von Humboldt Polish Honorary; Research Scholarship; China Scholarship Council (CSC)China Scholarship; Council [201806830031]
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 50 Naturwissenschaften
Peer review:Referiert
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