Non-Gaussian diffusion of mixed origins
Yann Lanoisel\'ee, Denis S. Grebenkov

TL;DR
This paper investigates how combining different heterogeneities affects diffusion processes, providing exact solutions for propagators and first-passage times in complex biological systems with non-Gaussian behavior.
Contribution
It introduces a combined subordination technique to derive exact propagators for mixed-origin heterogenous diffusion processes, advancing understanding of complex biological diffusion.
Findings
Derived exact propagators for mixed heterogeneity diffusion
Analytically calculated first-passage time statistics
Identified new classes of strongly heterogeneous processes
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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