Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion
Joint Authors
Source
Advances in Mathematical Physics
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-04-04
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
We consider a particular type of continuous time random walk where the jump lengths between subsequent waiting times are correlated.
In a continuum limit, the process can be defined by an integrated Brownian motion subordinated by an inverse α-stable subordinator.
We compute the mean square displacement of the proposed process and show that the process exhibits subdiffusion when 0<α<1/3, normal diffusion when α=1/3, and superdiffusion when 1/3<α<1.
The time-averaged mean square displacement is also employed to show weak ergodicity breaking occurring in the proposed process.
An extension to the fractional case is also considered.
American Psychological Association (APA)
Shi, Long& Xiao, Ai-Guo. 2017. Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion. Advances in Mathematical Physics،Vol. 2017, no. 2017, pp.1-7.
https://search.emarefa.net/detail/BIM-1123289
Modern Language Association (MLA)
Shi, Long& Xiao, Ai-Guo. Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion. Advances in Mathematical Physics No. 2017 (2017), pp.1-7.
https://search.emarefa.net/detail/BIM-1123289
American Medical Association (AMA)
Shi, Long& Xiao, Ai-Guo. Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion. Advances in Mathematical Physics. 2017. Vol. 2017, no. 2017, pp.1-7.
https://search.emarefa.net/detail/BIM-1123289
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1123289