Random diffusivity processes in an external force field

Abstract

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this paper studies the effect of an external force acting on two kinds of random diffusivity models whose difference is embodied in whether the fluctuation-dissipation theorem is valid. Based on the two random diffusivity models, we derive the Fokker-Planck equations with an arbitrary external force, and analyse various observables in the case with a constant force, including the Einstein relation, the moments, the kurtosis, and the asymptotic behaviors of the probability density function of particle's displacement at different time scales. Both the theoretical results and numerical simulations of these observables show significant difference between the two kinds of random diffusivity models, which implies the important role of the fluctuation-dissipation theorem in random diffusivity systems.

12 pages, 4 figures

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