Discrete-space and -time analogue of a super-diffusive fractional Brownian motion
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| Format: | Preprint |
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2025
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| _version_ | 1866916790740713472 |
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| author | Marinari, Enzo Oshanin, Gleb |
| author_facet | Marinari, Enzo Oshanin, Gleb |
| contents | We discuss how to construct reliably well "a lattice and an integer time" version of a super-diffusive continuous-space and -time fractional Brownian motion (fBm) -- an experimentally-relevant non-Markovian Gaussian stochastic process with an everlasting power-law memory on the time-evolution of thermal noises extending over the entire past. We propose two algorithms, which are both validated by extensive numerical simulations showing that the ensuing lattice random walks have not only the same power-law covariance function as the standard fBm, but also individual trajectories follow those of the super-diffusive fBm. Finding a lattice and an integer time analogue of a sub-diffusion fBm, which is an anti-persistent process, remains a challenging open problem. Our results also clarify the relevant difference between sub-diffusive and super-diffusive fBm, that are frequently seen as two very analogous realizations of processes with memory. They are indeed substantially different. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_09921 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Discrete-space and -time analogue of a super-diffusive fractional Brownian motion Marinari, Enzo Oshanin, Gleb Statistical Mechanics Disordered Systems and Neural Networks Biological Physics Biomolecules We discuss how to construct reliably well "a lattice and an integer time" version of a super-diffusive continuous-space and -time fractional Brownian motion (fBm) -- an experimentally-relevant non-Markovian Gaussian stochastic process with an everlasting power-law memory on the time-evolution of thermal noises extending over the entire past. We propose two algorithms, which are both validated by extensive numerical simulations showing that the ensuing lattice random walks have not only the same power-law covariance function as the standard fBm, but also individual trajectories follow those of the super-diffusive fBm. Finding a lattice and an integer time analogue of a sub-diffusion fBm, which is an anti-persistent process, remains a challenging open problem. Our results also clarify the relevant difference between sub-diffusive and super-diffusive fBm, that are frequently seen as two very analogous realizations of processes with memory. They are indeed substantially different. |
| title | Discrete-space and -time analogue of a super-diffusive fractional Brownian motion |
| topic | Statistical Mechanics Disordered Systems and Neural Networks Biological Physics Biomolecules |
| url | https://arxiv.org/abs/2506.09921 |