English

Tempered fractional Brownian motion on finite intervals

Statistical Mechanics 2021-10-15 v2 Biological Physics

Abstract

Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic correlation time the power-law correlations between the increments of fractional Brownian motion. Here, we investigate such tempered fractional Brownian motion confined to a finite interval by reflecting walls. Specifically, we explore how the tempering of the long-time correlations affects the strong accumulation and depletion of particles near reflecting boundaries recently discovered for untempered fractional Brownian motion. We find that exponential tempering introduces a characteristic size for the accumulation and depletion zones but does not affect the functional form of the probability density close to the wall. In contrast, power-law tempering leads to more complex behavior that differs between the superdiffusive and subdiffusive cases.

Keywords

Cite

@article{arxiv.2107.10774,
  title  = {Tempered fractional Brownian motion on finite intervals},
  author = {Thomas Vojta and Zachary Miller and Samuel Halladay},
  journal= {arXiv preprint arXiv:2107.10774},
  year   = {2021}
}

Comments

11 pages, 13 figures included. Final version as published