Noise-induced transition from anomalous to ordinary diffusion: The crossover time as a function of noise intensity

Elena Floriani, Riccardo Mannella, and Paolo Grigolini
Phys. Rev. E 52, 5910 – Published 1 December 1995
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Abstract

We study the interplay between a deterministic process of weak chaos, responsible for the anomalous diffusion of a variable x, and a white noise of intensity Ξ. The deterministic process of anomalous diffusion results from the correlated fluctuations of a statistical variable ξ between two distinct values +1 and -1, each of them characterized by the same waiting time distribution ψ(t), given by ψ(t)≃tμ with 2<μ<3, in the long-time limit. We prove that under the influence of a weak white noise of intensity Ξ, the process of anomalous diffusion becomes normal at a time tc given by tc∼1/Ξβ(μ). Here β(μ) is a function of μ which depends on the dynamical generator of the waiting time distribution ψ(t). We derive an explicit expression for β(μ) in the case of two dynamical systems, a one-dimensional superdiffusive map and the standard map in the accelerating state. The theoretical prediction is supported by numerical calculations. (c) 1995 The American Physical Society

  • Received 10 July 1995

DOI:https://doi.org/10.1103/PhysRevE.52.5910

©1995 American Physical Society

Authors & Affiliations

Elena Floriani and Riccardo Mannella

  • Dipartimento di Fisica dell’Università di Pisa, Piazza Torricelli 2, 56100 Pisa, Italy

Paolo Grigolini

  • Dipartimento di Fisica dell’Università di Pisa, Piazza Torricelli 2, 56100 Pisa, Italy
  • Department of Physics, University of North Texas, P.O. Box 5368, Denton, Texas 76203
  • Istituto di Biofisica del Consiglio Nazionale delle Ricerche, Via San Lorenzo 28, 56127 Pisa, Italy

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Issue

Vol. 52, Iss. 6 — December 1995

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