Random diffusivity scenarios behind anomalous non-Gaussian diffusion

M.A.F. dos Santos, E.H. Colombo and C. Anteneodo

Chaos, Solitons & Fractals, 2021, vol. 152, issue C

Abstract: The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we consider the spread of a population of fractional (long-time correlated) Brownian walkers, with time-dependent and heterogeneous diffusivity. We aim to obtain the possible scenarios related to these individual-level features from the observation of the temporal evolution of the population spatial distribution. We develop and discuss the possibility and limitations of this connection for the broad class of self-similar diffusion processes. Our results are presented in terms of a general framework, which is then used to address well-known processes, such as Laplace diffusion, nonlinear diffusion, and their extensions.

Keywords: Superstatistics; Anomalous diffusion; Fractional Brownian motion (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007761

DOI: 10.1016/j.chaos.2021.111422

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