Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force

DOI10.1016/J.SPA.2011.11.008MaRDI QIDQ765879zbMATH OpenOpenAlexWikidataFDO

Authors M. Ottobre

Publication date 22 March 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.1042

zbMATH Keywords

anomalous diffusioncontinuous-time random walkfractional Laplacianinterface fluctuationsLévy flightRiemann-Liouville fractional derivative (integral)scaling limit

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Processes in random environments (60K37)

Abstract: We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle has bounded (in time) variance when the particle interacts with a subdiffusive field; when the interaction is with a superdiffusive field the variance of the limiting process grows in time as t^{2{gamma}-1}, 1/2 < {gamma} < 1. Two different kinds of superdiffusing (random) environments are considered: one is described through the use of the fractional Laplacian; the other via the Riemann-Liouville fractional integral. The subdiffusive field is modeled through the Riemann-Liouville fractional derivative.

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Cited in

(8)

• Evolution of a passive particle in a one-dimensional diffusive environment
• Long- and short-time behaviour of hypocoercive-type operators in infinite dimensions: An analytic approach
• An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice
• Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups
• Mobility Estimation for Langevin Dynamics Using Control Variates
• Brownian particle in the curl of 2-D stochastic heat equations
• Anomalous non-Gaussian diffusion of scaled Brownian motion in a quenched disorder environment
• Poisson equations with locally-Lipschitz coefficients and uniform in time averaging for stochastic differential equations via strong exponential stability

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