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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.

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Author details:Nicholas Mwilu MutothyaORCiD, Yong XuORCiD, Yongge Li, Ralf MetzlerORCiDGND
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):License LogoCC-BY - Namensnennung 4.0 International
External remark:Erratum: https://doi.org/10.1088/1751-8121/ac14da
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