Separation of components from a scale mixture of Gaussian white noises

A Novel Physical Mechanism to Model Brownian Yet Non-Gaussian Diffusion: Theory and Application

In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported "normal diffusion" with a Laplacian probability distribution in the particle's displacements (i.e., Brownian yet non-Gaussian diffusion). To model this behavior, different stochastic and microscopic models have been proposed, with the former introducing new random elements that incorporate our lack of information about the media and the latter describing a limited number of interesting physical scenarios. This incentivizes the search of a more thorough understanding of how the media interacts with itself and with the particle being diffused in Brownian yet non-Gaussian diffusion. For this reason, a comprehensive mathematical model to explain Brownian yet non-Gaussian diffusion that includes weak molecular interactions is proposed in this paper. Based on the theory of interfaces by De Gennes and Langevin dynamics, it is shown that long-range interactions in a weakly interacting fluid at shorter time scales leads to a Laplacian probability distribution in the radial particle's displacements. Further, it is shown that a phase separation can explain a high diffusivity and causes this Laplacian distribution to evolve towards a Gaussian via a transition probability in the interval of time as it was observed in experiments. To verify these model predictions, the experimental data of the Brownian motion of colloidal beads on phospholipid bilayer by Wang et al. are used and compared with the results of the theory. This comparison suggests that the proposed model is able to explain qualitatively and quantitatively the Brownian yet non-Gaussian diffusion.