Ballistic diffusion induced by non-Gaussian noise

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

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.

Keywords: non-Gaussian noise ballistic diffusion correlation function

Received: 10 July 2012
Revised: 14 September 2012
Accepted manuscript online:

PACS:	87.15.Vv	(Diffusion)
	05.40.Ca	(Noise)
	02.60.Cb	(Numerical simulation; solution of equations)

Fund: Project supported by the Research Start-up Foundation for Young Teachers of Northwest A&F University of China (Grant No. Z111020904).

Corresponding Authors: Qin Li
E-mail: qinli@nwsuaf.edu.cn

Cite this article:

Qin Li (覃莉), Li Qiang (李强) Ballistic diffusion induced by non-Gaussian noise 2013 Chin. Phys. B 22 038701

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