Published July 23, 2021 | Version v1
Journal article

Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise

  • 1. School of Mathematics and Statistics, Northwestern Polytechnical University, Xi'an, 710072 (China)
  • 2. University of Potsdam, Institute of Physics & Astronomy, 14476 Potsdam (Germany)

Description

We study the stochastic motion of a test particle in a heterogeneous medium in terms of a position dependent diffusion coefficient mimicking measured deterministic diffusivity gradients in biological cells or the inherent heterogeneity of geophysical systems. Compared to previous studies we here investigate the effect of the interplay of anomalous diffusion effected by position dependent diffusion coefficients and coloured non-Gaussian noise. The latter is chosen to be distributed according to Tsallis' q-distribution, representing a popular example for a non-extensive statistic. We obtain the ensemble and time averaged mean squared displacements for this generalised process and establish its non-ergodic properties as well as analyse the non-Gaussian nature of the associated displacement distribution. We consider both non-stratified and stratified environments. (paper)

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8121/abfba6

Additional details

Identifiers

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
54
Journal Issue
29
Journal Page Range
[31 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
53048185
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
DIFFUSION; DISTRIBUTION; NOISE; STATISTICS; STOCHASTIC PROCESSES; TEST PARTICLES
Descriptors DEC
MATHEMATICS