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

DOI10.1016/J.SPA.2011.11.008zbMATH Open1254.60041arXiv1105.1042OpenAlexW2054572693WikidataQ59767477 ScholiaQ59767477MaRDI QIDQ765879FDOQ765879

M. Ottobre

Publication date: 22 March 2012

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

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.

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

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zbMATH Keywords

fractional Laplaciancontinuous-time random walkanomalous diffusionscaling limit[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+flight&go=Go L��vy flight]interface fluctuationsRiemann-Liouville fractional derivative (integral)

Mathematics Subject Classification ID

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

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Cited In (5)

• Evolution of a passive particle in a one-dimensional diffusive environment
• Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups
• An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice
• Mobility Estimation for Langevin Dynamics Using Control Variates
• Long- and short-time behaviour of hypocoercive-type operators in infinite dimensions: An analytic approach

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