• DOI:10.1103/PhysRevE.94.012109
• Corpus ID: 37497969

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
        }
}

• T. Miyaguchi, Takuma Akimoto, Eiji Yamamoto
• Published 30 April 2016
• Physics
• Physical review. E

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 laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.