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Absence of stationary states and non-Boltzmann distributions of fractional Brownian motion in shallow external potentials

  • We study the diffusive motion of a particle in a subharmonic potential of the form U(x) = |x|( c ) (0 < c < 2) driven by long-range correlated, stationary fractional Gaussian noise xi ( alpha )(t) with 0 < alpha <= 2. In the absence of the potential the particle exhibits free fractional Brownian motion with anomalous diffusion exponent alpha. While for an harmonic external potential the dynamics converges to a Gaussian stationary state, from extensive numerical analysis we here demonstrate that stationary states for shallower than harmonic potentials exist only as long as the relation c > 2(1 - 1/alpha) holds. We analyse the motion in terms of the mean squared displacement and (when it exists) the stationary probability density function. Moreover we discuss analogies of non-stationarity of Levy flights in shallow external potentials.

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Metadaten
Author details:Tobias GuggenbergerORCiDGND, Aleksei ChechkinORCiDGND, Ralf MetzlerORCiDGND
DOI:https://doi.org/10.1088/1367-2630/ac7b3c
ISSN:1367-2630
Title of parent work (English):New journal of physics : the open-access journal for physics
Publisher:Dt. Physikalische Ges.
Place of publishing:[Bad Honnef]
Publication type:Article
Language:English
Date of first publication:2022/07/07
Publication year:2022
Release date:2024/01/12
Tag:Boltzmann distribution; diffusion; fractional Brownian motion
Volume:24
Issue:7
Article number:073006
Number of pages:18
Funding institution:German Science Foundation (DFG) [ME 1535/12-1]; Polish National Agency; for Academic Exchange (NAWA); German Research Foundation (DFG); [491466077]
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer review:Referiert
Publishing method:Open Access / Gold Open-Access
DOAJ gelistet
License (German):License LogoCC-BY - Namensnennung 4.0 International
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