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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.show moreshow less

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Metadaten
Author details:Vittoria SposiniORCiD, Aleksei V. 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):License LogoCreative Commons - Namensnennung 3.0 Unported
External remark:Zweitveröffentlichung in der Schriftenreihe Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe ; 416
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