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- W4220775231 abstract "Heterogeneous diffusion with a spatially changing diffusion coefficient arises in many experimental systems such as protein dynamics in the cell cytoplasm, mobility of cajal bodies, and confined hard-sphere fluids. Here, we showcase a simple model of heterogeneous diffusion where the diffusion coefficient D(x) varies in a power-law way, i.e., D(x)∼|x|^{-α} with the exponent α>-1. This model is known to exhibit anomalous scaling of the mean-squared displacement (MSD) of the form ∼t^{2/2+α} and weak ergodicity breaking in the sense that ensemble averaged and time averaged MSDs do not converge. In this paper, we look at the extreme value statistics of this model and derive, for all α, the exact probability distributions of the maximum spatial displacement M(t) and arg-maximum t_{m}(t) (i.e., the time at which this maximum is reached) till duration t. In the second part of our paper, we analyze the statistical properties of the residence time t_{r}(t) and the last-passage time t_{ℓ}(t) and compute their distributions exactly for all values of α. Our study unravels that the heterogeneous version (α≠0) displays many rich and contrasting features compared to that of the standard Brownian motion (BM). For example, while for BM (α=0), the distributions of t_{m}(t),t_{r}(t), and t_{ℓ}(t) are all identical (á la arcsine laws due to Lévy), they turn out to be significantly different for nonzero α. Another interesting property of t_{r}(t) is the existence of a critical α (which we denote by α_{c}=-0.3182) such that the distribution exhibits a local maximum at t_{r}=t/2 for α<α_{c} whereas it has minima at t_{r}=t/2 for α≥α_{c}. The underlying reasoning for this difference hints at the very contrasting natures of the process for α≥α_{c} and α<α_{c} which we thoroughly examine in our paper. All our analytical results are backed by extensive numerical simulations." @default.
- W4220775231 created "2022-04-03" @default.
- W4220775231 creator A5008080521 @default.
- W4220775231 date "2022-02-09" @default.
- W4220775231 modified "2023-10-14" @default.
- W4220775231 title "Extreme value statistics and arcsine laws for heterogeneous diffusion processes" @default.
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- W4220775231 doi "https://doi.org/10.1103/physreve.105.024113" @default.
- W4220775231 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/35291128" @default.
- W4220775231 hasPublicationYear "2022" @default.
- W4220775231 type Work @default.