Anomalous statistics in the Langevin equation with fluctuating diffusivity: from Brownian yet non-Gaussian diffusion to anomalous diffusion and ergodicity breaking

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Akimoto, Takuma, Jeon, Jae-Hyung, Metzler, Ralf, Miyaguchi, Tomoshige, Uneyama, Takashi, Yamamoto, Eiji
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866917449197158400
author Akimoto, Takuma
Jeon, Jae-Hyung
Metzler, Ralf
Miyaguchi, Tomoshige
Uneyama, Takashi
Yamamoto, Eiji
author_facet Akimoto, Takuma
Jeon, Jae-Hyung
Metzler, Ralf
Miyaguchi, Tomoshige
Uneyama, Takashi
Yamamoto, Eiji
contents Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates from classical Brownian behaviour, exhibiting striking phenomena such as Brownian yet non-Gaussian diffusion (BYNGD) and anomalous diffusion. BYNGD describes a frequently observed statistical feature characterised by the coexistence of linear mean-square displacement (MSD) and non-Gaussian displacement distributions. Anomalous diffusion, in contrast, involves a nonlinear time dependence of the MSD and often reflects mechanisms such as trapping, viscoelasticity, heterogeneity, or active processes. Both phenomena challenge the conventional framework based on constant diffusivity and Gaussian statistics. This review focuses the theoretical modelling of such behaviour via the Langevin equation with fluctuating diffusivity (LEFD) -- a flexible stochastic framework that captures essential features of diffusion in heterogeneous media. LEFD not only accounts for BYNGD but also naturally encompasses a wide range of anomalous transport phenomena, including subdiffusion, ageing, and weak ergodicity breaking. Ergodicity is discussed in terms of the correspondence between time and ensemble averages, as well as the trajectory-to-trajectory variability of time-averaged observables. The review further highlights the empirical relevance of LEFD and related models in explaining diverse experimental observations and underscores their value to uncovering the physical mechanisms governing transport in complex systems.
format Preprint
id arxiv_https___arxiv_org_abs_2509_12571
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Anomalous statistics in the Langevin equation with fluctuating diffusivity: from Brownian yet non-Gaussian diffusion to anomalous diffusion and ergodicity breaking
Akimoto, Takuma
Jeon, Jae-Hyung
Metzler, Ralf
Miyaguchi, Tomoshige
Uneyama, Takashi
Yamamoto, Eiji
Statistical Mechanics
Soft Condensed Matter
Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates from classical Brownian behaviour, exhibiting striking phenomena such as Brownian yet non-Gaussian diffusion (BYNGD) and anomalous diffusion. BYNGD describes a frequently observed statistical feature characterised by the coexistence of linear mean-square displacement (MSD) and non-Gaussian displacement distributions. Anomalous diffusion, in contrast, involves a nonlinear time dependence of the MSD and often reflects mechanisms such as trapping, viscoelasticity, heterogeneity, or active processes. Both phenomena challenge the conventional framework based on constant diffusivity and Gaussian statistics. This review focuses the theoretical modelling of such behaviour via the Langevin equation with fluctuating diffusivity (LEFD) -- a flexible stochastic framework that captures essential features of diffusion in heterogeneous media. LEFD not only accounts for BYNGD but also naturally encompasses a wide range of anomalous transport phenomena, including subdiffusion, ageing, and weak ergodicity breaking. Ergodicity is discussed in terms of the correspondence between time and ensemble averages, as well as the trajectory-to-trajectory variability of time-averaged observables. The review further highlights the empirical relevance of LEFD and related models in explaining diverse experimental observations and underscores their value to uncovering the physical mechanisms governing transport in complex systems.
title Anomalous statistics in the Langevin equation with fluctuating diffusivity: from Brownian yet non-Gaussian diffusion to anomalous diffusion and ergodicity breaking
topic Statistical Mechanics
Soft Condensed Matter
url https://arxiv.org/abs/2509.12571