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Pacheco-Pozo A, Balcerek M, Wyłomanska A, Burnecki K, Sokolov IM, Krapf D. Langevin Equation in Heterogeneous Landscapes: How to Choose the Interpretation. PHYSICAL REVIEW LETTERS 2024; 133:067102. [PMID: 39178429 DOI: 10.1103/physrevlett.133.067102] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/21/2024] [Revised: 06/05/2024] [Accepted: 07/03/2024] [Indexed: 08/25/2024]
Abstract
The Langevin equation is a common tool to model diffusion at a single-particle level. In nonhomogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases, the solution to a Langevin equation is not unique unless the interpretation of stochastic integrals involved is selected. We analyze the diffusion of particles in such systems and evaluate the mean, the mean square displacement, and the distribution of particles, as well as the variance of the time-averaged mean-square displacements. Our analytical results provide a method to choose the interpretation parameter from single-particle tracking experiments.
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Masó-Puigdellosas A, Sandev T, Méndez V. Random Walks on Comb-like Structures under Stochastic Resetting. ENTROPY (BASEL, SWITZERLAND) 2023; 25:1529. [PMID: 37998221 PMCID: PMC10670394 DOI: 10.3390/e25111529] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/05/2023] [Revised: 11/02/2023] [Accepted: 11/07/2023] [Indexed: 11/25/2023]
Abstract
We study the long-time dynamics of the mean squared displacement of a random walker moving on a comb structure under the effect of stochastic resetting. We consider that the walker's motion along the backbone is diffusive and it performs short jumps separated by random resting periods along fingers. We take into account two different types of resetting acting separately: global resetting from any point in the comb to the initial position and resetting from a finger to the corresponding backbone. We analyze the interplay between the waiting process and Markovian and non-Markovian resetting processes on the overall mean squared displacement. The Markovian resetting from the fingers is found to induce normal diffusion, thereby minimizing the trapping effect of fingers. In contrast, for non-Markovian local resetting, an interesting crossover with three different regimes emerges, with two of them subdiffusive and one of them diffusive. Thus, an interesting interplay between the exponents characterizing the waiting time distributions of the subdiffusive random walk and resetting takes place. As for global resetting, its effect is even more drastic as it precludes normal diffusion. Specifically, such a resetting can induce a constant asymptotic mean squared displacement in the Markovian case or two distinct regimes of subdiffusive motion in the non-Markovian case.
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Affiliation(s)
- Axel Masó-Puigdellosas
- Grup de Física Estadística, Departament de Física, Universitat Autònoma de Barcelona, Edifici Cc, E-08193 Cerdanyola, Spain;
| | - Trifce Sandev
- Research Center for Computer Science and Information Technologies, Macedonian Academy of Sciences and Arts, Bul. Krste Misirkov 2, 1000 Skopje, Macedonia;
- Institute of Physics & Astronomy, University of Potsdam, D-14476 Potsdam, Germany
- Institute of Physics, Faculty of Natural Sciences and Mathematics, Ss Cyril and Methodius University, Arhimedova 3, 1000 Skopje, Macedonia
| | - Vicenç Méndez
- Grup de Física Estadística, Departament de Física, Universitat Autònoma de Barcelona, Edifici Cc, E-08193 Cerdanyola, Spain;
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Trajanovski P, Jolakoski P, Zelenkovski K, Iomin A, Kocarev L, Sandev T. Ornstein-Uhlenbeck process and generalizations: Particle dynamics under comb constraints and stochastic resetting. Phys Rev E 2023; 107:054129. [PMID: 37328979 DOI: 10.1103/physreve.107.054129] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/27/2023] [Accepted: 05/01/2023] [Indexed: 06/18/2023]
Abstract
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It also tends to a drift towards its mean function, and such a process is called mean reverting. Two examples of the generalized Ornstein-Uhlenbeck process are considered. In the first one, we study the Ornstein-Uhlenbeck process on a comb model, as an example of the harmonically bounded random motion in the topologically constrained geometry. The main dynamical characteristics (as the first and the second moments) and the probability density function are studied in the framework of both the Langevin stochastic equation and the Fokker-Planck equation. The second example is devoted to the study of the effects of stochastic resetting on the Ornstein-Uhlenbeck process, including stochastic resetting in the comb geometry. Here the nonequilibrium stationary state is the main question in task, where the two divergent forces, namely, the resetting and the drift towards the mean, lead to compelling results in the cases of both the Ornstein-Uhlenbeck process with resetting and its generalization on the two-dimensional comb structure.
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Affiliation(s)
- Pece Trajanovski
- Research Center for Computer Science and Information Technologies, Macedonian Academy of Sciences and Arts, Bul. Krste Misirkov 2, 1000 Skopje, Macedonia
| | - Petar Jolakoski
- Research Center for Computer Science and Information Technologies, Macedonian Academy of Sciences and Arts, Bul. Krste Misirkov 2, 1000 Skopje, Macedonia
| | - Kiril Zelenkovski
- Research Center for Computer Science and Information Technologies, Macedonian Academy of Sciences and Arts, Bul. Krste Misirkov 2, 1000 Skopje, Macedonia
| | - Alexander Iomin
- Department of Physics, Technion, Haifa 32000, Israel
- Max Planck Institute for the Physics of Complex Systems, D-01187 Dresden, Germany
| | - Ljupco Kocarev
- Research Center for Computer Science and Information Technologies, Macedonian Academy of Sciences and Arts, Bul. Krste Misirkov 2, 1000 Skopje, Macedonia
- Faculty of Computer Science and Engineering, Ss. Cyril and Methodius University, PO Box 393, 1000 Skopje, Macedonia
| | - Trifce Sandev
- Research Center for Computer Science and Information Technologies, Macedonian Academy of Sciences and Arts, Bul. Krste Misirkov 2, 1000 Skopje, Macedonia
- Institute of Physics & Astronomy, University of Potsdam, D-14776 Potsdam-Golm, Germany
- Institute of Physics, Faculty of Natural Sciences and Mathematics, Ss. Cyril and Methodius University, Arhimedova 3, 1000 Skopje, Macedonia
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Hartich D, Godec A. Thermodynamic Uncertainty Relation Bounds the Extent of Anomalous Diffusion. PHYSICAL REVIEW LETTERS 2021; 127:080601. [PMID: 34477441 DOI: 10.1103/physrevlett.127.080601] [Citation(s) in RCA: 10] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/12/2021] [Accepted: 06/07/2021] [Indexed: 06/13/2023]
Abstract
In a finite system driven out of equilibrium by a constant external force the thermodynamic uncertainty relation (TUR) bounds the variance of the conjugate current variable by the thermodynamic cost of maintaining the nonequilibrium stationary state. Here we highlight a new facet of the TUR by showing that it also bounds the timescale on which a finite system can exhibit anomalous kinetics. In particular, we demonstrate that the TUR bounds subdiffusion in a single file confined to a ring as well as a dragged Gaussian polymer chain even when detailed balance is satisfied. Conversely, the TUR bounds the onset of superdiffusion in the active comb model. Remarkably, the fluctuations in a comb model evolving from a steady state behave anomalously as soon as detailed balance is broken. Our work establishes a link between stochastic thermodynamics and the field of anomalous dynamics that will fertilize further investigations of thermodynamic consistency of anomalous diffusion models.
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Affiliation(s)
- David Hartich
- Mathematical bioPhysics Group, Max Planck Institute for Biophysical Chemistry, 37077 Göttingen, Germany
| | - Aljaž Godec
- Mathematical bioPhysics Group, Max Planck Institute for Biophysical Chemistry, 37077 Göttingen, Germany
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Abstract
This review addresses issues of various drift–diffusion and inhomogeneous advection problems with and without resetting on comblike structures. Both a Brownian diffusion search with drift and an inhomogeneous advection search on the comb structures are analyzed. The analytical results are verified by numerical simulations in terms of coupled Langevin equations for the comb structure. The subordination approach is one of the main technical methods used here, and we demonstrated how it can be effective in the study of various random search problems with and without resetting.
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Abstract
We consider two random walkers embedded in a finite, two-dimension comb and we study the mean first-encounter time (MFET) evidencing (mainly numerically) different scalings with the linear size of the underlying network according to the initial position of the walkers. If one of the two players is not allowed to move, then the first-encounter problem can be recast into a first-passage problem (MFPT) for which we also obtain exact results for different initial configurations. By comparing MFET and MFPT, we are able to figure out possible search strategies and, in particular, we show that letting one player be fixed can be convenient to speed up the search as long as we can finely control the initial setting, while, for a random setting, on average, letting one player rest would slow down the search.
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Affiliation(s)
- Junhao Peng
- School of Math and Information Science, Guangzhou University, Guangzhou 510006, China.,Guangdong Provincial Key Laboratory co-sponsored by province and city of Information Security Technology, Guangzhou University, Guangzhou 510006, China
| | - Elena Agliari
- Department of Mathematics, Sapienza Università di Roma, 00185 Rome, Italy.,Istituto Nazionale di Alta Matematica, 00185 Rome, Italy
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Abstract
Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study two generalizations of comb models and present a generic method to obtain their transport properties. The first is a continuous time random walk on a many dimensional m + n comb, where m and n are the dimensions of the backbone and branches, respectively. We observe subdiffusion, ultra-slow diffusion and random localization as a function of n. The second deals with a quantum particle in the 1 + 1 comb. It turns out that the comb geometry leads to a power-law relaxation, described by a wave function in the framework of the Schrödinger equation.
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Abstract
We present exact analytical results for properties of anomalous diffusion on a fractal mesh. The fractal mesh structure is a direct product of two fractal sets, one belonging to a main branch of backbones, the other to the side branches of fingers. Both fractal sets are constructed on the entire (infinite) y and x axes. We suggest a special algorithm in order to construct such sets out of standard Cantor sets embedded in the unit interval. The transport properties of the fractal mesh are studied, in particular, subdiffusion along the backbones is obtained with the dispersion relation 〈x^{2}(t)〉≃t^{β}, where the transport exponent β<1 is determined by the fractal dimensions of both backbone and fingers. Superdiffusion with β>1 has been observed as well when the environment is controlled by means of a memory kernel.
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Affiliation(s)
- Trifce Sandev
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Strasse 38, 01187 Dresden, Germany
- Radiation Safety Directorate, Partizanski odredi 143, P.O. Box 22, 1020 Skopje, Macedonia
- Research Center for Computer Science and Information Technologies, Macedonian Academy of Sciences and Arts, Bul. Krste Misirkov 2, 1000 Skopje, Macedonia
| | - Alexander Iomin
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Strasse 38, 01187 Dresden, Germany
- Department of Physics, Technion, Haifa 32000, Israel
| | - Holger Kantz
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Strasse 38, 01187 Dresden, Germany
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Yuste SB, Abad E, Baumgaertner A. Anomalous diffusion and dynamics of fluorescence recovery after photobleaching in the random-comb model. Phys Rev E 2016; 94:012118. [PMID: 27575088 DOI: 10.1103/physreve.94.012118] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/18/2016] [Indexed: 06/06/2023]
Abstract
We address the problem of diffusion on a comb whose teeth display varying lengths. Specifically, the length ℓ of each tooth is drawn from a probability distribution displaying power law behavior at large ℓ,P(ℓ)∼ℓ^{-(1+α)} (α>0). To start with, we focus on the computation of the anomalous diffusion coefficient for the subdiffusive motion along the backbone. This quantity is subsequently used as an input to compute concentration recovery curves mimicking fluorescence recovery after photobleaching experiments in comblike geometries such as spiny dendrites. Our method is based on the mean-field description provided by the well-tested continuous time random-walk approach for the random-comb model, and the obtained analytical result for the diffusion coefficient is confirmed by numerical simulations of a random walk with finite steps in time and space along the backbone and the teeth. We subsequently incorporate retardation effects arising from binding-unbinding kinetics into our model and obtain a scaling law characterizing the corresponding change in the diffusion coefficient. Finally, we show that recovery curves obtained with the help of the analytical expression for the anomalous diffusion coefficient cannot be fitted perfectly by a model based on scaled Brownian motion, i.e., a standard diffusion equation with a time-dependent diffusion coefficient. However, differences between the exact curves and such fits are small, thereby providing justification for the practical use of models relying on scaled Brownian motion as a fitting procedure for recovery curves arising from particle diffusion in comblike systems.
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Affiliation(s)
- S B Yuste
- Departamento de Física and Instituto de Computación Científica Avanzada (ICCAEX), Universidad de Extremadura, E-06071 Badajoz, Spain
| | - E Abad
- Departamento de Física Aplicada and Instituto de Computación Científica Avanzada (ICCAEX), Centro Universitario de Mérida, Universidad de Extremadura, E-06800 Mérida, Spain
| | - A Baumgaertner
- Departamento de Física and Instituto de Computación Científica Avanzada (ICCAEX), Universidad de Extremadura, E-06071 Badajoz, Spain
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Agliari E, Cassi D, Cattivelli L, Sartori F. Two-particle problem in comblike structures. Phys Rev E 2016; 93:052111. [PMID: 27300834 DOI: 10.1103/physreve.93.052111] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/16/2015] [Indexed: 06/06/2023]
Abstract
Encounters between walkers performing a random motion on an appropriate structure can describe a wide variety of natural phenomena ranging from pharmacokinetics to foraging. On homogeneous structures the asymptotic encounter probability between two walkers is (qualitatively) independent of whether both walkers are moving or one is kept fixed. On infinite comblike structures this is no longer the case and here we deepen the mechanisms underlying the emergence of a finite probability that two random walkers will never meet, while one single random walker is certain to visit any site. In particular, we introduce an analytical approach to address this problem and even more general problems such as the case of two walkers with different diffusivity, particles walking on a finite comb and on arbitrary bundled structures, possibly in the presence of loops. Our investigations are both analytical and numerical and highlight that, in general, the outcome of a reaction involving two reactants on a comblike architecture can strongly differ according to whether both reactants are moving (no matter their relative diffusivities) or only one is moving and according to the density of shortcuts among the branches.
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Affiliation(s)
- Elena Agliari
- Dipartimento di Matematica, Sapienza Università di Roma, P. le Aldo Moro 5, 00185 Roma, Italy
| | - Davide Cassi
- Dipartimento di Fisica e Scienze della Terra, Parco Area delle Scienze 7/A, 43124 Parma, Italy
| | - Luca Cattivelli
- Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy
| | - Fabio Sartori
- Max Planck Institute for Brain Research, Max-von-Laue-Straße 4, 60438 Frankfurt am Main, Germany
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Méndez V, Iomin A, Campos D, Horsthemke W. Mesoscopic description of random walks on combs. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:062112. [PMID: 26764637 DOI: 10.1103/physreve.92.062112] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/09/2015] [Indexed: 06/05/2023]
Abstract
Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations.
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Affiliation(s)
- Vicenç Méndez
- Grup de Física Estadística, Departament de Física, Facultat de Ciències, Edifici Cc, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona), Spain
| | | | - Daniel Campos
- Grup de Física Estadística, Departament de Física, Facultat de Ciències, Edifici Cc, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona), Spain
| | - Werner Horsthemke
- Department of Chemistry, Southern Methodist University, Dallas, Texas 75275-0314, USA
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12
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Bénichou O, Illien P, Oshanin G, Sarracino A, Voituriez R. Diffusion and Subdiffusion of Interacting Particles on Comblike Structures. PHYSICAL REVIEW LETTERS 2015; 115:220601. [PMID: 26650285 DOI: 10.1103/physrevlett.115.220601] [Citation(s) in RCA: 27] [Impact Index Per Article: 2.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/02/2015] [Indexed: 06/05/2023]
Abstract
We study the dynamics of a tracer particle (TP) on a comb lattice populated by randomly moving hard-core particles in the dense limit. We first consider the case where the TP is constrained to move on the backbone of the comb only. In the limit of high density of the particles, we present exact analytical results for the cumulants of the TP position, showing a subdiffusive behavior ∼t^{3/4}. At longer times, a second regime is observed where standard diffusion is recovered, with a surprising nonanalytical dependence of the diffusion coefficient on the particle density. When the TP is allowed to visit the teeth of the comb, based on a mean-field-like continuous time random walk description, we unveil a rich and complex scenario with several successive subdiffusive regimes, resulting from the coupling between the geometrical constraints of the comb lattice and particle interactions. In this case, remarkably, the presence of hard-core interactions asymptotically speeds up the TP motion along the backbone of the structure.
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Affiliation(s)
- O Bénichou
- Sorbonne Universités, UPMC Université Paris 06, UMR 7600, LPTMC, F-75005 Paris, France and CNRS, UMR 7600, Laboratoire de Physique Théorique de la Matière Condensée, F-75005 Paris, France
| | - P Illien
- Sorbonne Universités, UPMC Université Paris 06, UMR 7600, LPTMC, F-75005 Paris, France and CNRS, UMR 7600, Laboratoire de Physique Théorique de la Matière Condensée, F-75005 Paris, France
| | - G Oshanin
- Sorbonne Universités, UPMC Université Paris 06, UMR 7600, LPTMC, F-75005 Paris, France and CNRS, UMR 7600, Laboratoire de Physique Théorique de la Matière Condensée, F-75005 Paris, France
| | - A Sarracino
- Sorbonne Universités, UPMC Université Paris 06, UMR 7600, LPTMC, F-75005 Paris, France and CNRS, UMR 7600, Laboratoire de Physique Théorique de la Matière Condensée, F-75005 Paris, France
| | - R Voituriez
- Sorbonne Universités, UPMC Université Paris 06, UMR 7600, LPTMC, F-75005 Paris, France and CNRS, UMR 7600, Laboratoire de Physique Théorique de la Matière Condensée, F-75005 Paris, France
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Agliari E, Sartori F, Cattivelli L, Cassi D. Hitting and trapping times on branched structures. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 91:052132. [PMID: 26066144 DOI: 10.1103/physreve.91.052132] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/19/2014] [Indexed: 06/04/2023]
Abstract
In this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time H(i,f) between two arbitrary nodes i and j. We then use this formula to obtain the set of hitting times {H(i,f)} for combs and their expectation values, namely, the mean first-passage time, where the average is performed over the initial node while the final node f is given, and the global mean first-passage time, where the average is performed over both the initial and the final node. Finally, we discuss applications in the context of reaction-diffusion problems.
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Affiliation(s)
- Elena Agliari
- Dipartimento di Fisica, Sapienza Università di Roma, 00185 Roma, Italy
- Università Campus Bio-Medico, Roma, Italy
| | - Fabio Sartori
- Dipartimento di Fisica e Scienze della Terra, Università di Parma, Parma, Italy
| | | | - Davide Cassi
- Dipartimento di Fisica e Scienze della Terra, Università di Parma, Parma, Italy
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Sandev T, Iomin A, Kantz H. Fractional diffusion on a fractal grid comb. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 91:032108. [PMID: 25871055 DOI: 10.1103/physreve.91.032108] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/20/2014] [Indexed: 06/04/2023]
Abstract
A grid comb model is a generalization of the well known comb model, and it consists of N backbones. For N=1 the system reduces to the comb model where subdiffusion takes place with the transport exponent 1/2. We present an exact analytical evaluation of the transport exponent of anomalous diffusion for finite and infinite number of backbones. We show that for an arbitrarily large but finite number of backbones the transport exponent does not change. Contrary to that, for an infinite number of backbones, the transport exponent depends on the fractal dimension of the backbone structure.
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Affiliation(s)
- Trifce Sandev
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Strasse 38, 01187 Dresden, Germany and Radiation Safety Directorate, Partizanski odredi 143, P.O. Box 22, 1020 Skopje, Macedonia
| | - Alexander Iomin
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Strasse 38, 01187 Dresden, Germany and Department of Physics, Technion, Haifa 32000, Israel
| | - Holger Kantz
- Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Strasse 38, 01187 Dresden, Germany
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