Fluctuation analysis of time-averaged mean-square displacement for the Langevin equation with time-dependent and fluctuating diffusivity.

Abstract

The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged MSD. In particular, the relative standard deviation (RSD) of the TAMSD can be utilized to study the long-time relaxation… (More)
DOI: 10.1103/PhysRevE.92.032140

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Cite this paper

@article{Uneyama2015FluctuationAO, title={Fluctuation analysis of time-averaged mean-square displacement for the Langevin equation with time-dependent and fluctuating diffusivity.}, author={Takashi Uneyama and Tomoshige Miyaguchi and Takuma Akimoto}, journal={Physical review. E, Statistical, nonlinear, and soft matter physics}, year={2015}, volume={92 3}, pages={032140} }