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Biased continuous-time random walks for ordinary and equilibrium cases

  • We examine renewal processes with power-law waiting time distributions (WTDs) and non-zero drift via computing analytically and by computer simulations their ensemble and time averaged spreading characteristics. All possible values of the scaling exponent alpha are considered for the WTD psi(t) similar to 1/t(1+alpha). We treat continuous-time random walks (CTRWs) with 0 < alpha < 1 for which the mean waiting time diverges, and investigate the behaviour of the process for both ordinary and equilibrium CTRWs for 1 < alpha < 2 and alpha > 2. We demonstrate that in the presence of a drift CTRWs with alpha < 1 are ageing and non-ergodic in the sense of the non-equivalence of their ensemble and time averaged displacement characteristics in the limit of lag times much shorter than the trajectory length. In the sense of the equivalence of ensemble and time averages, CTRW processes with 1 < alpha < 2 are ergodic for the equilibrium and non-ergodic for the ordinary situation. Lastly, CTRW renewal processes with alpha > 2-both for theWe examine renewal processes with power-law waiting time distributions (WTDs) and non-zero drift via computing analytically and by computer simulations their ensemble and time averaged spreading characteristics. All possible values of the scaling exponent alpha are considered for the WTD psi(t) similar to 1/t(1+alpha). We treat continuous-time random walks (CTRWs) with 0 < alpha < 1 for which the mean waiting time diverges, and investigate the behaviour of the process for both ordinary and equilibrium CTRWs for 1 < alpha < 2 and alpha > 2. We demonstrate that in the presence of a drift CTRWs with alpha < 1 are ageing and non-ergodic in the sense of the non-equivalence of their ensemble and time averaged displacement characteristics in the limit of lag times much shorter than the trajectory length. In the sense of the equivalence of ensemble and time averages, CTRW processes with 1 < alpha < 2 are ergodic for the equilibrium and non-ergodic for the ordinary situation. Lastly, CTRW renewal processes with alpha > 2-both for the equilibrium and ordinary situation-are always ergodic. For the situations 1 < alpha < 2 and alpha > 2 the variance of the diffusion process, however, depends on the initial ensemble. For biased CTRWs with alpha > 1 we also investigate the behaviour of the ergodicity breaking parameter. In addition, we demonstrate that for biased CTRWs the Einstein relation is valid on the level of the ensemble and time averaged displacements, in the entire range of the WTD exponent alpha.show moreshow less

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Metadaten
Author details:Ru HouORCiD, Andrey G. CherstvyORCiD, Ralf MetzlerORCiDGND, Takuma Akimoto
DOI:https://doi.org/10.1039/c8cp01863d
ISSN:1463-9076
ISSN:1463-9084
Pubmed ID:https://pubmed.ncbi.nlm.nih.gov/30066003
Title of parent work (English):Physical chemistry, chemical physics : a journal of European Chemical Societies
Subtitle (English):facilitation of diffusion, ergodicity breaking and ageing
Publisher:Royal Society of Chemistry
Place of publishing:Cambridge
Publication type:Article
Language:English
Date of first publication:2018/07/06
Publication year:2018
Release date:2021/10/12
Volume:20
Issue:32
Number of pages:22
First page:20827
Last Page:20848
Funding institution:JSPSMinistry of Education, Culture, Sports, Science and Technology, Japan (MEXT)Japan Society for the Promotion of Science [16KT0021]; Deutsche Forschungsgemeinschaft (DFG)German Research Foundation (DFG) [ME 1535/6-1]; Foundation for Polish Science within an Alexander von Humboldt Polish Research Scholarship; China Scholarship CouncilChina Scholarship Council [201706180081]
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer review:Referiert
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