Cusp of non-Gaussian density of particles for a diffusing diffusivity model

TL;DR

This paper analyzes a two-state jumping diffusivity model showing that under certain conditions, the particle displacement distribution exhibits a non-analytical cusp at short times, resembling experimental observations in disordered systems.

Contribution

It demonstrates the emergence of a cusp in the displacement distribution for a jumping diffusivity model, linking it to non-Gaussian behavior observed in experiments.

Findings

Cusp appears in displacement distribution for equilibrium initial conditions and D_-→0.

Gaussian behavior emerges at long times due to ergodicity.

First correction in perturbation theory captures the cusp shape.

Abstract

We study a two state ``jumping diffusivity'' model for a Brownian process alternating between two different diffusion constants, $D_{+}>D_{-}$, with random waiting times in both states whose distribution is rather general. In the limit of long measurement times Gaussian behavior with an effective diffusion coefficient is recovered. We show that for equilibrium initial conditions and when the limit of the diffusion coefficient $D_-\to0$ is taken, the short time behavior leads to a cusp, namely a non - analytical behavior, in the distribution of the displacements $P(x,t)$ for $x\longrightarrow 0$. Visually this cusp, or tent-like shape, resembles similar behavior found in many experiments of diffusing particles in disordered environments, such as glassy systems and intracellular media. This general result depends only on the existence of finite mean values of the waiting times at the different states of the model. Gaussian statistics in the long time limit is achieved due to ergodicity and convergence of the distribution of the temporal occupation fraction in state $D_{+}$ to a $\delta$-function. The short time behavior of the same quantity converges to a uniform distribution, which leads to the non - analyticity in $P(x,t)$. We demonstrate how super - statistical framework is a zeroth order short time expansion of $P(x,t)$, in the number of transitions, that does not yield the cusp like shape. The latter, considered as the key feature of experiments in the field, is found with the first correction in perturbation theory.