Novel anomalous diffusion phenomena of underdamped Langevin equation with random parameters

Abstract

The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent diffusivity of velocity, together with a random relaxation timescale $\tau$ to parameterize the effect of complex medium. We mainly concern how the random parameter $\tau$ influences the diffusion behavior and ergodic property of this Langevin system. Besides, the comparison between the fixed and random initial velocity $v_0$ is conducted to show the effect of different initial ensembles. The heavy-tailed distribution of $\tau$ with finite mean is found to suppress the decay rate of the velocity correlation function and promote the diffusion behavior, playing a competition role to the time dependent diffusivity. More interestingly, a random $v_0$ with a specific distribution depending on random $\tau$ also enhances the diffusion. Both the random parameters $\tau$ and $v_0$ influence the dynamics of the Langevin system in an non-obvious way, which cannot be ignored even they has finite moments.

21 pages, 7 figures

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Cited by in corpus (2)

• Langevin picture of anomalous diffusion processes in expanding medium
• Random diffusivity processes in an external force field