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

被引:87
|
作者
Thiel, Felix [1 ]
Sokolov, Igor M. [1 ]
机构
[1] Humboldt Univ, Inst Phys, D-12489 Berlin, Germany
来源
PHYSICAL REVIEW E | 2014年 / 89卷 / 01期
关键词
DIFFUSION;
D O I
10.1103/PhysRevE.89.012115
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient D(t) = alpha D(0)t(alpha-1) (Batchelor's equation) which, for 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 rescaled mean position of a cloud of independent walkers. It shares with subdiffusive continuous-time random walks its nonstationary and nonergodic properties. The nonergodicity 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.
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页数:4
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