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Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries

Source: Phys. Rev. E 81, 021103 (2010); doi:10.1103/PhysRevE.81.021103

Published 1 February 2010

PACS
  • 05.40.-a
    Fluctuation phenomena, random processes, noise, and Brownian motion
  • 87.15.Vv
    Diffusion (molecular biophysics)
  • 02.50.-r
    Probability theory, stochastic processes, and statistics
  • 87.10.Mn
    Stochastic modelling (biological/medical physics)
  • YEAR: 2010
PUBLICATION DATA
ISSN:
1553-9628 (online)
Publisher:
AIP is a member of CrossRef APS
Jae-Hyung Jeon and Ralf Metzler
Department of Physics, Technical University of Munich, James-Franck Straße, 85747 Garching, Germany
Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data. ©2010 The American Physical Society
History: Received 30 August 2009; revised 21 October 2009; published 1 February 2010
Permalink: http://link.aps.org/abstract/PRE/v81/e021103
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