Show simple item record

dc.contributor.authorGuggenberger, T.
dc.contributor.authorPagnini, G. 
dc.contributor.authorVojta, T.
dc.contributor.authorMetzler, R.
dc.description.abstractFractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite interval with reflecting boundary conditions. The probability density function of this reflected FBM at long times converges to a stationary distribution showing distinct deviations from the fully flat distribution of amplitude 1/L in an interval of length L found for reflected normal Brownian motion. While for superdiffusion, corresponding to a mean squared displacement (MSD) with 1 < α < 2, the probability density function is lowered in the centre of the interval and rises towards the boundaries, for subdiffusion (0 < α < 1) this behaviour is reversed and the particle density is depleted close to the boundaries. The MSD in these cases at long times converges to a stationary value, which is, remarkably, monotonically increasing with the anomalous diffusion exponent α. Our a priori surprising results may have interesting consequences for the application of FBM for processes such as molecule or tracer diffusion in the confines of living biological cells or organelles, or other viscoelastic environments such as dense liquids in microfluidic chambers.en_US
dc.description.sponsorshipME 1535/6-1 ME 1535/7-1 BERC 2014-2017 SEV-2013-0323 RM acknowledges an Alexander von Humboldt Polish Honorary Research Scholarship from the Polish Science Foundation. We acknowledge the support of Deutsche Forschungsgemeinschaft (German ResearchFoundation) and the Open Access Publication Fund of Potsdam University.en_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.subjectfractional brownian motionen_US
dc.subjectanomalous diffusionen_US
dc.titleFractional Brownian motion in a finite interval: correlations effect depletion or accretion zones of particles near boundariesen_US
dc.journal.titleNew Journal of Physicsen_US

Files in this item


This item appears in the following Collection(s)

Show simple item record

Reconocimiento-NoComercial-CompartirIgual 3.0 España
Except where otherwise noted, this item's license is described as Reconocimiento-NoComercial-CompartirIgual 3.0 España