Non-Gaussian diffusion of mixed origins

Yann Lanoiselée; Denis S. Grebenkov

doi:10.1088/1751-8121/ab2826

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arXiv · 1903.00914

Non-Gaussian diffusion of mixed origins

Yann Lanoiselée·Denis S. Grebenkov

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Abstract

The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the diffusion propagator when distinct origins of heterogeneity (e.g. time-fractional diffusion, diffusing diffusivity, distributed diffusivity across a population) are combined. These combinations allow one to describe new classes of strongly heterogeneous processes relevant to biology. Based on a combined subordination technique, we obtain the exact propagator for different instructive examples. This approach is then used to calculate analytically the first-passage time statistics (on half-real line and in any bounded domain) for a particle undergoing non-Gaussian diffusion of mixed origins.

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BibTeX RIS

Yann Lanoiselée, Denis S. Grebenkov. 2019-03-03. Non-Gaussian diffusion of mixed origins. https://doi.org/10.1088/1751-8121%2Fab2826

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