Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of large-scale computer simulations of FBM in one, two, and three dimensions in the presence of reflecting boundaries that confine the motion to finite regions in space. Generalizing earlier results for finite and semi-infinite one-dimensional intervals, we observe that the interplay between the long-time correlations of FBM and the reflecting boundaries leads to striking deviations of the stationary probability density from the uniform density found for normal diffusion. Particles accumulate at the boundaries for superdiffusive FBM while their density is depleted at the boundaries for subdiffusion. Specifically, the probability density $P$ develops a power-law singularity, $P\sim r^{\kappa }$, as a function of the distance $r$ from the wall. We determine the exponent $\kappa$ as a function of the dimensionality, the confining geometry, and the anomalous diffusion exponent $\alpha$ of the FBM. We also discuss implications of our results, including an application to modeling serotonergic fiber density patterns in vertebrate brains.

All vertebrate brains contain a dense matrix of thin fibers that release serotonin (5-hydroxytryptamine), a neurotransmitter that modulates a wide range of neural, glial, and vascular processes. Perturbations in the density of this matrix have been associated with a number of mental disorders, including autism and depression, but its self-organization and plasticity remain poorly understood. We introduce a model based on reflected Fractional Brownian Motion (FBM), a rigorously defined stochastic process, and show that it recapitulates some key features of regional serotonergic fiber densities. Specifically, we use supercomputing simulations to model fibers as FBM-paths in two-dimensional brain-like domains and demonstrate that the resultant steady state distributions approximate the fiber distributions in physical brain sections immunostained for the serotonin transporter (a marker for serotonergic axons in the adult brain). We suggest that this framework can support predictive descriptions and manipulations of the serotonergic matrix and that it can be further extended to incorporate the detailed physical properties of the fibers and their environment.

We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent $\alpha \left(t\right)$ in a changing environment. In MMFBM the built-in, long-range memory is continuously modulated by $\alpha \left(t\right)$. We derive the essential statistical properties of MMFBM such as its response function, mean-squared displacement (MSD), autocovariance function, and Gaussian distribution. In contrast to existing forms of FBM with time-varying memory exponents but a reset memory structure, the instantaneous dynamic of MMFBM is influenced by the process history, e.g., we show that after a steplike change of $\alpha \left(t\right)$ the scaling exponent of the MSD after the $\alpha$ step may be determined by the value of $\alpha \left(t\right)$ before the change. MMFBM is a versatile and useful process for correlated physical systems with nonequilibrium initial conditions in a changing environment.

The self-organization of the brain matrix of serotonergic axons (fibers) remains an unsolved problem in neuroscience. The regional densities of this matrix have major implications for neuroplasticity, tissue regeneration, and the understanding of mental disorders, but the trajectories of its fibers are strongly stochastic and require novel conceptual and analytical approaches. In a major extension to our previous studies, we used a supercomputing simulation to model around one thousand serotonergic fibers as paths of superdiffusive fractional Brownian motion (FBM), a continuous-time stochastic process. The fibers produced long walks in a complex, three-dimensional shape based on the mouse brain and reflected at the outer (pial) and inner (ventricular) boundaries. The resultant regional densities were compared to the actual fiber densities in the corresponding neuroanatomically-defined regions. The relative densities showed strong qualitative similarities in the forebrain and midbrain, demonstrating the predictive potential of stochastic modeling in this system. The current simulation does not respect tissue heterogeneities but can be further improved with novel models of multifractional FBM. The study demonstrates that serotonergic fiber densities can be strongly influenced by the geometry of the brain, with implications for brain development, plasticity, and evolution.