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arXiv · 1602.07007

Distributional Behaviors of Time-averaged Observables in Langevin Equation with Fluctuating Diffusivity: Normal Diffusion but Anomalous Fluctuations

Takuma Akimoto·Eiji Yamamoto
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Abstract

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion process. We find that occupation time statistics is a powerful tool for calculating the time-averaged mean square displacement in the model. We show that the time-averaged diffusion coefficients are intrinsically random when the mean sojourn time for one of the states diverges. Our model provides anomalous fluctuations of time-averaged diffusivity, which have relevance to large fluctuations of the diffusion coefficient in single-particle-tracking experiments.

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Takuma Akimoto, Eiji Yamamoto. 2016-02-23. Distributional Behaviors of Time-averaged Observables in Langevin Equation with Fluctuating Diffusivity: Normal Diffusion but Anomalous Fluctuations. https://doi.org/10.1103/physreve.93.062109

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