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Condensed Matter > Statistical Mechanics

Title: Tempered fractional Brownian motion on finite intervals

Abstract: Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic correlation time the power-law correlations between the increments of fractional Brownian motion. Here, we investigate such tempered fractional Brownian motion confined to a finite interval by reflecting walls. Specifically, we explore how the tempering of the long-time correlations affects the strong accumulation and depletion of particles near reflecting boundaries recently discovered for untempered fractional Brownian motion. We find that exponential tempering introduces a characteristic size for the accumulation and depletion zones but does not affect the functional form of the probability density close to the wall. In contrast, power-law tempering leads to more complex behavior that differs between the superdiffusive and subdiffusive cases.
Comments: 11 pages, 13 figures included. Final version as published
Subjects: Statistical Mechanics (cond-mat.stat-mech); Biological Physics (physics.bio-ph)
Journal reference: Eur. Phys. J. B 94, 208 (2021)
DOI: 10.1140/epjb/s10051-021-00208-6
Cite as: arXiv:2107.10774 [cond-mat.stat-mech]
  (or arXiv:2107.10774v2 [cond-mat.stat-mech] for this version)

Submission history

From: Thomas Vojta [view email]
[v1] Thu, 22 Jul 2021 16:03:22 GMT (1305kb,D)
[v2] Thu, 14 Oct 2021 14:14:22 GMT (1304kb,D)

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