Modeling Single-File Diffusion by Step Fractional Brownian Motion and Generalized Fractional Langevin Equation
S.C. Lim, L.P. Teo

TL;DR
This paper introduces a new stochastic process called Riemann-Liouville step fractional Brownian motion to model single-file diffusion, capturing its transition from normal to anomalous subdiffusive behavior over time.
Contribution
It proposes a novel step fractional Brownian motion model and explores fractional Langevin equations with various memory kernels to accurately describe single-file diffusion dynamics.
Findings
The new process models both short and long-time diffusion behaviors.
Fractional Langevin equations with different kernels can replicate observed diffusion properties.
The model accounts for ballistic initial motion in single-file diffusion.
Abstract
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as solution of fractional Langevin equation with zero damping. Various types of fractional Langevin equations and their generalizations are then considered to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where dissipative memory kernel is a Dirac delta function, a…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
