2018/09/24 by Vittoria Sposini, V. Sposini, Aleksei V. Chechkin +3 · 57 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · Physics and Astronomy · #Anomalous diffusion #Brownian motion #Computer science #Crossover #Diffusion #Diffusion and Search Dynamics #First-hitting-time model #Fractional Differential Equations Solutions #Gaussian #Geology #Mathematics #Particle (ecology) #Physics #Quantum mechanics #Statistical physics #Statistics #Thermal diffusivity #Thermodynamics #cond-mat.stat-mech #stochastic dynamics and bifurcation
paper · pdf · doi:10.1088/1751-8121/aaf6ff
published in Journal of Physics A Mathematical and Theoretical 52(4), 04LT01 (Institute of Physics) · 11 pages, 2 figures, IOP LaTeX
arxiv created 2018/09/24 · openalex publication_date 2018/12/07 · arxiv updated 2019/01/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
Abstract A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law yet the distribution of particle displacements is strongly non-Gaussian. A central approach to describe this effect is the diffusing diffusivity (DD) model in which the diffusion coefficient itself is a stochastic quantity, mimicking heterogeneities of the environment encountered by the tracer particle on its path. We here quantify in terms of analytical and numerical approaches the first passage behaviour of the DD model. We observe significant modifications compared to Brownian–Gaussian diffusion, in particular that the DD model may have a faster first passage dynamics. Moreover we find a universal crossover point of the survival probability independent of the initial condition.