English

Fractional Brownian motion with fluctuating diffusivities

Statistical Mechanics 2024-07-02 v2

Abstract

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach of a generalization that incorporates heterogeneities in either the tracers or the environment. This work presents a modification of Levy's representation of fBm for the case in which the generalized diffusion coefficient is a stochastic process. We derive analytical expressions for the autocovariance function and both ensemble- and time-averaged mean squared displacements. Further, we validate the efficacy of the developed framework in two-state systems, comparing analytical asymptotic expressions with numerical simulations.

Keywords

Cite

@article{arxiv.2405.03836,
  title  = {Fractional Brownian motion with fluctuating diffusivities},
  author = {Adrian Pacheco-Pozo and Diego Krapf},
  journal= {arXiv preprint arXiv:2405.03836},
  year   = {2024}
}

Comments

11 pages, 3 figures

R2 v1 2026-06-28T16:18:41.463Z