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

Brownian yet non-Gaussian diffusion in heterogeneous media: from superstatistics to homogenization

We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such behavior is extremely unlikely in the situations when the particles, introduced into the system at random at $t=0$, are observed from the preparation of the system on. However, it indeed may arise in the case when the diffusion (as described in Ito interpretation) is observed under equilibrated conditions. This paradigmatic situation can be translated into the model of the diffusion coefficient fluctuating in time along a trajectory, i.e. into a kind of the "diffusing diffusivity" model.Comment: 12 pages; 10 figure

Fractional Kinetics for Relaxation and Superdiffusion in Magnetic Field

We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle is isotropic and possesses non-Gaussian Levy stable statistics. These assumptions provide us with a straightforward possibility to consider formation of anomalous stationary states and superdiffusion processes, both properties are inherent to strongly non-equilibrium plasmas of solar systems and thermonuclear devices. We solve fractional kinetic equations, study the properties of the solution, and compare analytical results with those of numerical simulation based on the solution of the Langevin equations with the noise source having Levy stable probability density. We found, in particular, that the stationary states are essentially non-Maxwellian ones and, at the diffusion stage of relaxation, the characteristic displacement of a particle grows superdiffusively with time and is inversely proportional to the magnetic field.Comment: 15 pages, LaTeX, 5 figures PostScrip