Multilayered noise model for transport in complex environments

Phys Rev E. 2023 Dec;108(6-1):064105. doi: 10.1103/PhysRevE.108.064105.

Abstract

Transport in complex fluidic environments often exhibits transient subdiffusive dynamics accompanied by non-Gaussian probability density profiles featuring a nonmonotonic non-Gaussian parameter. Such properties cannot be adequately explained by the original theory of Brownian motion. Based on an extension of kinetic theory, this study introduces a chain of hierarchically coupled random walks approach that effectively captures all these intriguing characteristics. If the environment consists of a series of independent white noise sources, then the problem can be expressed as a system of hierarchically coupled Ornstein-Uhlenbech equations. Due to the linearity of the system, the most essential transport properties have a closed analytical form.