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Transient aging in fractional brownian and langevin-equation motion

  • Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t = 0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on ta is different between the cases of free and confined motion. We obtain explicit analytical expressions for theStochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t = 0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on ta is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.show moreshow less

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Metadaten
Author details:Jochen Kursawe, Johannes H. P. Schulz, Ralf MetzlerORCiDGND
DOI:https://doi.org/10.1103/PhysRevE.88.062124
ISSN:1539-3755
ISSN:1550-2376
Title of parent work (English):Physical review : E, Statistical, nonlinear and soft matter physics
Publisher:American Physical Society
Place of publishing:College Park
Publication type:Article
Language:English
Year of first publication:2013
Publication year:2013
Release date:2017/03/26
Volume:88
Issue:6
Number of pages:13
Funding institution:Engineering and Physical Sciences Research Council; Academy of Finland (FiDiPro scheme); CompInt graduate school at TUM; Mathematical Institute of the University of Oxford through an OCCAM Visiting Fellowship
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
Peer review:Referiert
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