TY - JOUR A1 - Bodrova, Anna S. A1 - Chechkin, Aleksei V. A1 - Cherstvy, Andrey G. A1 - Metzler, Ralf T1 - Ultraslow scaled Brownian motion JF - New journal of physics : the open-access journal for physics N2 - We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form D(t) similar or equal to 1/t. For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In a harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the time averaged MSD does not converge to the regular MSD even at long times, and for unconfined motion combines a linear lag time dependence with a logarithmic term. The weakly non-ergodic behaviour is quantified in terms of the ergodicity breaking parameter. The USBM process is also shown to be ageing: observables of the system depend on the time gap between initiation of the test particle and start of the measurement of its motion. Our analytical results are shown to agree excellently with extensive computer simulations. KW - anomalous diffusion KW - stochastic processes KW - ageing Y1 - 2015 U6 - https://doi.org/10.1088/1367-2630/17/6/063038 SN - 1367-2630 VL - 17 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Safdari, Hadiseh A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Thiel, Felix A1 - Sokolov, Igor M. A1 - Metzler, Ralf T1 - Quantifying the non-ergodicity of scaled Brownian motion JF - Journal of physics : A, Mathematical and theoretical N2 - We examine the non-ergodic properties of scaled Brownian motion (SBM), a non-stationary stochastic process with a time dependent diffusivity of the form D(t) similar or equal to t(alpha-1). We compute the ergodicity breaking parameter EB in the entire range of scaling exponents a, both analytically and via extensive computer simulations of the stochastic Langevin equation. We demonstrate that in the limit of long trajectory lengths T and short lag times Delta the EB parameter as function of the scaling exponent a has no divergence at alpha - 1/2 and present the asymptotes for EB in different limits. We generalize the analytical and simulations results for the time averaged and ergodic properties of SBM in the presence of ageing, that is, when the observation of the system starts only a finite time span after its initiation. The approach developed here for the calculation of the higher time averaged moments of the particle displacement can be applied to derive the ergodic properties of other stochastic processes such as fractional Brownian motion. KW - scaled Brownian motion KW - anomalous diffusion KW - ageing Y1 - 2015 U6 - https://doi.org/10.1088/1751-8113/48/37/375002 SN - 1751-8113 SN - 1751-8121 VL - 48 IS - 37 PB - IOP Publ. Ltd. CY - Bristol ER - TY - GEN A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Bodrova, Anna S. T1 - Ultraslow scaled Brownian motion T2 - New journal of physics : the open-access journal for physics N2 - We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form . For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In a harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the time averaged MSD does not converge to the regular MSD even at long times, and for unconfined motion combines a linear lag time dependence with a logarithmic term. The weakly non-ergodic behaviour is quantified in terms of the ergodicity breaking parameter. The USBM process is also shown to be ageing: observables of the system depend on the time gap between initiation of the test particle and start of the measurement of its motion. Our analytical results are shown to agree excellently with extensive computer simulations. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 188 KW - anomalous diffusion KW - stochastic processes KW - ageing Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-78618 ER - TY - JOUR A1 - Metzler, Ralf A1 - Cherstvy, Andrey G. A1 - Chechkin, Aleksei V. A1 - Bodrova, Anna S. T1 - Ultraslow scaled Brownian motion JF - New journal of physics : the open-access journal for physics N2 - We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form . For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In a harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the time averaged MSD does not converge to the regular MSD even at long times, and for unconfined motion combines a linear lag time dependence with a logarithmic term. The weakly non-ergodic behaviour is quantified in terms of the ergodicity breaking parameter. The USBM process is also shown to be ageing: observables of the system depend on the time gap between initiation of the test particle and start of the measurement of its motion. Our analytical results are shown to agree excellently with extensive computer simulations. KW - anomalous diffusion KW - stochastic processes KW - ageing Y1 - 2015 U6 - https://doi.org/10.1088/1367-2630/17/6/063038 SN - 1367-2630 VL - 17 IS - 063038 PB - Dt. Physikalische Ges., IOP CY - Bad Honnef, London ER -