Langevin formulation of a subdiffusive continuous time random walk in physical time

Abstract

Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the continuous time random walk (CTRW). Stochastic trajectories of a CTRW can be described mathematically in terms of a subordination of a normal diffusive process by an inverse Levy-stable process. Here, we propose a simpler Langevin formulation of CTRWs without subordination. By introducing a new type of non-Gaussian noise, we are able to express the CTRW dynamics in terms of a single Langevin equation in physical time with additive noise. We derive the full multi-point statistics of this noise and compare it with the noise driving scaled Brownian motion (SBM), an alternative stochastic model describing subdiffusive behaviour. Interestingly, these two noises are identical up to the level of the 2nd order correlation functions, but different in the higher order statistics. We extend our formalism to general waiting time distributions and force fields, and compare our results with those of SBM.

arXiv comment11 pages, 4 figures - The new version contains corrected figures and new paragraphs in the main text

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