Ballistic diffusion induced by non-Gaussian noise

doi:10.1088/1674-1056/22/3/038701

中国物理B ›› 2013, Vol. 22 ›› Issue (3): 38701-038701.doi: 10.1088/1674-1056/22/3/038701

• INTERDISCIPLINARY PHYSICS AND RELATED AREAS OF SCIENCE AND TECHNOLOGY • 上一篇下一篇

Ballistic diffusion induced by non-Gaussian noise

覃莉, 李强

College of Science, Northwest A&F University, Yangling 712100, China

收稿日期:2012-07-10 修回日期:2012-09-14 出版日期:2013-02-01 发布日期:2013-02-01
基金资助:
Project supported by the Research Start-up Foundation for Young Teachers of Northwest A&F University of China (Grant No. Z111020904).

Ballistic diffusion induced by non-Gaussian noise

Qin Li (覃莉), Li Qiang (李强)

College of Science, Northwest A&F University, Yangling 712100, China

Received:2012-07-10 Revised:2012-09-14 Online:2013-02-01 Published:2013-02-01
Contact: Qin Li E-mail:qinli@nwsuaf.edu.cn
Supported by:
Project supported by the Research Start-up Foundation for Young Teachers of Northwest A&F University of China (Grant No. Z111020904).

摘要/Abstract

摘要： In this letter, we have analyzed diffusive behavior of a Brownian particle subject to both internal Gaussian thermal and external non-Gaussian noise sources. We discuss two time correlation functions C(t) of the non-Gaussian stochastic process, and find that they depend on the parameter q, indicating the departure of the non-Gaussian noise from Gaussian behavior: for q≤1, C(t) is fitted very well by the first-order exponentially decaying curve and approaches zero in the long-time limit, whereas for q>1, C(t) can be approximated by a second-order exponentially decaying function and converges to a non-zero constant. Due to the properties of C(t), the particle exhibits a normal diffusion for q≤1, while for q>1 the non-Gaussian noise induces a ballistic diffusion, i.e., long-time mean square displacement of the free particle reads 〈[x(t)-〈x(t)〉]²〉∞t².

关键词: non-Gaussian noise, ballistic diffusion, correlation function

Abstract: In this letter, we have analyzed diffusive behavior of a Brownian particle subject to both internal Gaussian thermal and external non-Gaussian noise sources. We discuss two time correlation functions C(t) of the non-Gaussian stochastic process, and find that they depend on the parameter q, indicating the departure of the non-Gaussian noise from Gaussian behavior: for q≤1, C(t) is fitted very well by the first-order exponentially decaying curve and approaches zero in the long-time limit, whereas for q>1, C(t) can be approximated by a second-order exponentially decaying function and converges to a non-zero constant. Due to the properties of C(t), the particle exhibits a normal diffusion for q≤1, while for q>1 the non-Gaussian noise induces a ballistic diffusion, i.e., long-time mean square displacement of the free particle reads 〈[x(t)-〈x(t)〉]²〉∞t².

Key words: non-Gaussian noise, ballistic diffusion, correlation function

中图分类号: (Diffusion)

87.15.Vv

05.40.Ca (Noise) 02.60.Cb (Numerical simulation; solution of equations)

覃莉, 李强. Ballistic diffusion induced by non-Gaussian noise[J]. 中国物理B, 2013, 22(3): 38701-038701.

Qin Li (覃莉), Li Qiang (李强). Ballistic diffusion induced by non-Gaussian noise[J]. Chin. Phys. B, 2013, 22(3): 38701-038701.

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Ballistic diffusion induced by non-Gaussian noise

Ballistic diffusion induced by non-Gaussian noise

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