{ "id": "2107.10774", "version": "v1", "published": "2021-07-22T16:03:22.000Z", "updated": "2021-07-22T16:03:22.000Z", "title": "Tempered fractional Brownian motion on finite intervals", "authors": [ "Thomas Vojta", "Zachary Miller", "Samuel Halladay" ], "comment": "11 pages, 13 figures included", "categories": [ "cond-mat.stat-mech", "physics.bio-ph" ], "abstract": "Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic correlation time the power-law correlations between the increments of fractional Brownian motion. Here, we investigate such tempered fractional Brownian motion confined to a finite interval by reflecting walls. Specifically, we explore how the tempering of the long-time correlations affects the strong accumulation and depletion of particles near reflecting boundaries recently discovered for untempered fractional Brownian motion. We find that exponential tempering introduces a characteristic size for the accumulation and depletion zones but does not affect the functional form of the probability density close to the wall. In contrast, power-law tempering leads to more complex behavior that differs between the superdiffusive and subdiffusive cases.", "revisions": [ { "version": "v1", "updated": "2021-07-22T16:03:22.000Z" } ], "analyses": { "keywords": [ "finite interval", "probability density close", "complex systems features", "long-time correlations affects", "untempered fractional brownian motion" ], "note": { "typesetting": "TeX", "pages": 11, "language": "en", "license": "arXiv", "status": "editable" } } }