Scaled Brownian motion as a mean field model for continuous time random walks
Abstract
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient (Batchelor's equation) which, for , is often used for fitting experimental data for subdiffusion of unclear genesis. We show that this process is a close relative of subdiffusive continuous-time random walks and describes the motion of the center of mass of a cloud of independent walkers. It shares with subdiffusive CTRW its non-stationary and non-ergodic properties. The non-ergodicity of sBm does not however go hand in hand with strong difference between its different realizations: its heterogeneity ("ergodicity breaking") parameter tends to zero for long trajectories.
Cite
@article{arxiv.1311.3455,
title = {Scaled Brownian motion as a mean field model for continuous time random walks},
author = {Felix Thiel and Igor M. Sokolov},
journal= {arXiv preprint arXiv:1311.3455},
year = {2015}
}
Comments
4 pages, 1 figure, submitted to Phys. Rev. E (Brief Report)