Langevin equation with fluctuating diffusivity: A two-state model.

@article{Miyaguchi2016LangevinEW,
  title={Langevin equation with fluctuating diffusivity: A two-state model.},
  author={Tomoshige Miyaguchi and Takuma Akimoto and Eiji Yamamoto},
  journal={Physical review. E},
  year={2016},
  volume={94 1-1},
  pages={
          012109
        }
}
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power… Expand
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