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Random diffusivity from stochastic equations

  • 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 diffusingBrownian 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:Vittoria Sposini, Aleksei V. ChechkinORCiDGND, Seno Flavio, Gianni Pagnini, Ralf MetzlerORCiDGND
URN:urn:nbn:de:kobv:517-opus4-409743
Parent Title (German):New Journal of Physics
Subtitle (German):comparison of two models for Brownian yet non-Gaussian diffusion
Series (Serial Number):Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe (416)
Document Type:Postprint
Language:English
Date of first Publication:2018/04/05
Year of Completion:2018
Publishing Institution:Universität Potsdam
Release Date:2018/04/05
Pagenumber:33
Source:New Journal of Physics (2018), S. 1-33 DOI: 10.1088/1367-2630/aab696
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer Review:Referiert
Publication Way:Open Access
Licence (English):License LogoCreative Commons - Attribution 3.0 unported
Notes extern:Bibliographieeintrag der Originalveröffentlichung/Quelle