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Finite-energy Levy-type motion through heterogeneous ensemble of Brownian particles

  • Complex systems are known to display anomalous diffusion, whose signature is a space/time scaling x similar to t(delta) with delta not equal 1/2 in the probability density function (PDF). Anomalous diffusion can emerge jointly with both Gaussian, e.g. fractional Brownian motion, and power-law decaying distributions, e.g. Levy Flights or Levy Walks (LWs). Levy flights get anomalous scaling, but, being jumps of any size allowed even at short times, have infinite position variance, infinite energy and discontinuous paths. LWs, which are based on random trapping events, overcome these limitations: they resemble a Levy-type power-law distribution that is truncated in the large displacement range and have finite moments, finite energy and, even with discontinuous velocity, they are continuous. However, LWs do not take into account the role of strong heterogeneity in many complex systems, such as biological transport in the crowded cell environment. In this work we propose and discuss a model describing a heterogeneous ensemble of BrownianComplex systems are known to display anomalous diffusion, whose signature is a space/time scaling x similar to t(delta) with delta not equal 1/2 in the probability density function (PDF). Anomalous diffusion can emerge jointly with both Gaussian, e.g. fractional Brownian motion, and power-law decaying distributions, e.g. Levy Flights or Levy Walks (LWs). Levy flights get anomalous scaling, but, being jumps of any size allowed even at short times, have infinite position variance, infinite energy and discontinuous paths. LWs, which are based on random trapping events, overcome these limitations: they resemble a Levy-type power-law distribution that is truncated in the large displacement range and have finite moments, finite energy and, even with discontinuous velocity, they are continuous. However, LWs do not take into account the role of strong heterogeneity in many complex systems, such as biological transport in the crowded cell environment. In this work we propose and discuss a model describing a heterogeneous ensemble of Brownian particles (HEBP). Velocity of each single particle obeys a standard underdamped Langevin equation for the velocity, with linear friction term and additive Gaussian noise. Each particle is characterized by its own relaxation time and velocity diffusivity. We show that, for proper distributions of relaxation time and velocity diffusivity, the HEBP resembles some LW statistical features, in particular power-law decaying PDF, long-range correlations and anomalous diffusion, at the same time keeping finite position moments and finite energy. The main differences between the HEBP model and two different LWs are investigated, finding that, even when both velocity and position PDFs are similar, they differ in four main aspects: (i) LWs are biscaling, while HEBP is monoscaling; (ii) a transition from anomalous (delta = 1/2) to normal (delta = 1/2) diffusion in the long-time regime is seen in the HEBP and not in LWs; (iii) the power-law index of the position PDF and the space/time diffusion scaling are independent in the HEBP, while they both depend on the scaling of the interevent time PDF in LWs; (iv) at variance with LWs, our HEBP model obeys a fluctuation-dissipation theorem.show moreshow less

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Author details:Oleksii Yu Sliusarenko, Silvia Vitali, Vittoria SposiniORCiD, Paolo ParadisiORCiD, Aleksei V. ChechkinORCiDGND, Gastone Castellani, Gianni Pagnini
DOI:https://doi.org/10.1088/1751-8121/aafe90
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:2019/02/01
Publication year:2019
Release date:2021/04/06
Tag:Gaussian processes; Langevin equation; Levy walk; anomalous diffusion; biological transport; fractional diffusion; heterogeneous ensemble of Brownian particles
Volume:52
Issue:9
Number of pages:27
Funding institution:Basque Government through the BERC 2014-2017 programBasque Government; Basque Government through the BERC 2018-2021 programBasque Government; Spanish Ministry of Economy and Competitiveness MINECO through BCAM Severo Ochoa excellence accreditation [SEV-2013-0323, SEV-2017-0718]; Spanish Ministry of Economy and Competitiveness MINECO [MTM2016-76016-R Bizkaia Talent; European Commission through COFUND scheme, 2015 Financial Aid Program for Researchers [AYD-000-252]; Deutsche (DFG) [ME 1535/6-1]
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer review:Referiert
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