Ultraslow scaled Brownian motion
- 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 agreeWe 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.…
Verfasserangaben: | Ralf MetzlerORCiDGND, Andrey G. CherstvyORCiDGND, Aleksei ChechkinORCiDGND, Anna S. Bodrova |
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DOI: | https://doi.org/10.1088/1367-2630/17/6/063038 |
ISSN: | 1367-2630 |
Titel des übergeordneten Werks (Englisch): | New journal of physics : the open-access journal for physics |
Verlag: | Dt. Physikalische Ges., IOP |
Verlagsort: | Bad Honnef, London |
Publikationstyp: | Wissenschaftlicher Artikel |
Sprache: | Englisch |
Datum der Erstveröffentlichung: | 29.06.2015 |
Erscheinungsjahr: | 2015 |
Veröffentlichende Institution: | Universität Potsdam |
Datum der Freischaltung: | 23.07.2015 |
Freies Schlagwort / Tag: | ageing; anomalous diffusion; stochastic processes |
Band: | 17 |
Ausgabe: | 063038 |
Fördernde Institution: | Universität Potsdam, Publikationsfonds |
Fördernummer: | PA 2015_12 |
Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
DDC-Klassifikation: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
PACS-Klassifikation: | 00.00.00 GENERAL / 05.00.00 Statistical physics, thermodynamics, and nonlinear dynamical systems (see also 02.50.-r Probability theory, stochastic processes, and statistics) / 05.60.-k Transport processes |
Peer Review: | Referiert |
Fördermittelquelle: | Publikationsfonds der Universität Potsdam |
Publikationsweg: | Open Access |
Lizenz (Englisch): | Creative Commons - Namensnennung 3.0 Unported |
Externe Anmerkung: | Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe ; 188 |