Fractional Brownian motion and generalized Langevin equation motion in confined geometries
Jae-Hyung Jeon, Ralf Metzler

TL;DR
This paper analyzes how confinement affects the stochastic properties of subdiffusive bio-molecule motion modeled by fractional Brownian motion and fractional Langevin equations, revealing how ergodicity and trajectory variability depend on spatial constraints.
Contribution
It provides analytical and simulation-based insights into the effects of confinement on fractional stochastic processes, including ergodicity breaking and trajectory analysis methods.
Findings
Decreased ergodicity breaking with smaller confinement volumes.
Increased dimensionality reduces deviations from ergodicity.
Displacement correlation function distinguishes different subdiffusive processes.
Abstract
Motivated by subdiffusive motion of bio-molecules 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…
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Taxonomy
TopicsFractional Differential Equations Solutions · Stochastic processes and financial applications · Statistical Mechanics and Entropy
