English

Scaled Brownian motion as a mean field model for continuous time random walks

Data Analysis, Statistics and Probability 2015-06-17 v1 Statistical Mechanics

Abstract

We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient D(t)=D0tα1D(t) = D_0 t^{\alpha - 1} (Batchelor's equation) which, for α<1\alpha < 1, 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.

Keywords

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)

R2 v1 2026-06-22T02:07:24.349Z