Langevin formulation of a subdiffusive continuous-time random walk in physical time
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Published version
Author(s)
Cairoli, A
Baule, A
Type
Journal Article
Abstract
Systems living in complex nonequilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the continuous-time random walk (CTRW). Stochastic trajectories of a CTRW can be described in terms of the subordination of a normal diffusive process by an inverse Lévy-stable process. Here, we propose an equivalent Langevin formulation of a force-free CTRW without subordination. By introducing a different type of non-Gaussian noise, we are able to express the CTRW dynamics in terms of a single Langevin equation in physical time with additive noise. We derive the full multipoint statistics of this noise and compare it with the scaled Brownian motion (SBM), an alternative stochastic model describing subdiffusive dynamics. Interestingly, these two noises are identical up to the second order correlation functions, but different in the higher order statistics. We extend our formalism to general waiting time distributions and force fields and compare our results with those of the SBM. In the presence of external forces, our proposed noise generates a different class of stochastic processes, resembling a CTRW but with forces acting at all times.
Date Issued
2015-07-02
Date Acceptance
2015-07-01
Citation
Physical Review E, 2015, 92 (1)
ISSN
1539-3755
Publisher
American Physical Society
Journal / Book Title
Physical Review E
Volume
92
Issue
1
Copyright Statement
© 2015 American Physical Society
Identifier
http://www.ncbi.nlm.nih.gov/pubmed/26274120
Subjects
cond-mat.stat-mech
Fluids & Plasmas
01 Mathematical Sciences
02 Physical Sciences
09 Engineering
Publication Status
Published
Coverage Spatial
United States
Article Number
012102