TY - JOUR
T1 - Scaled Brownian motion as a mean-field model for continuous-time random walks
AU - Thiel, Felix
AU - Sokolov, Igor M.
PY - 2014/1/13
Y1 - 2014/1/13
N2 - We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient D(t)=αD0tα-1 (Batchelor's equation) which, for α<1, is often used for fitting experimental data for subdiffusion of unclear genesis. We show that this process is a close relative of subdiffusive continuous-time random walks and describes the motion of the rescaled mean position of a cloud of independent walkers. It shares with subdiffusive continuous-time random walks its nonstationary and nonergodic properties. The nonergodicity of sBm does not however go hand in hand with strong difference between its different realizations: its heterogeneity ("ergodicity breaking") parameter tends to zero for long trajectories.
AB - We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient D(t)=αD0tα-1 (Batchelor's equation) which, for α<1, is often used for fitting experimental data for subdiffusion of unclear genesis. We show that this process is a close relative of subdiffusive continuous-time random walks and describes the motion of the rescaled mean position of a cloud of independent walkers. It shares with subdiffusive continuous-time random walks its nonstationary and nonergodic properties. The nonergodicity of sBm does not however go hand in hand with strong difference between its different realizations: its heterogeneity ("ergodicity breaking") parameter tends to zero for long trajectories.
UR - https://www.scopus.com/pages/publications/84894499674
U2 - 10.1103/PhysRevE.89.012115
DO - 10.1103/PhysRevE.89.012115
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AN - SCOPUS:84894499674
SN - 1539-3755
VL - 89
JO - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
JF - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
IS - 1
M1 - 012115
ER -