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Distributional behaviors of time-averaged observables in the Langevin equation with fluctuating diffusivity: Normal diffusion but anomalous fluctuations
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Description
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.
6 pages, 3 figures
Journal
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- Physical Review E
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Physical Review E 93 (6), 062109-, 2016-06-06
American Physical Society (APS)