Accelerating random walks by disorder

We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial displacements of the random walk. Unlike ordinary random walks which are slowed down for all values of the relative weight of source and target, non-local superdiffusive processes show distinct regimes of attenuation and acceleration for increased source and target weight, respectively. Consequently, spatial inhomogeneities can facilitate the spread of superdiffusive processes, in contrast to common belief that external disorder generally slows down stochastic processes. Our results are based on a novel type of fractional Fokker-Planck equation which we investigate numerically and by perturbation theory for weak disorder.Comment: 8 pages, 5 figure

Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with $\mathscr{K}(t)\simeq t^{\alpha-1}$ for $0<\alpha<2$. SBM may provide a seemingly adequate description in the case of unbounded diffusion, for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely, we demonstrate that under confinement, the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments, in particular, under confinement inside cellular compartments or when optical tweezers tracking methods are used.Comment: 7 pages, 5 figure

Correlated continuous-time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the generalized central limit theorem leading to scale-free forms of the jump length or waiting time distributions. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Levy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful to describe recent experimental single particle tracking data, that feature a combination of CTRW and FBM properties.Comment: 25 pages, IOP style, 5 figure