TY  - JOUR
A1  - Guggenberger, Tobias
A1  - Chechkin, Aleksei
A1  - Metzler, Ralf
T1  - Absence of stationary states and non-Boltzmann distributions of fractional Brownian motion in shallow external potentials
JF  - New journal of physics : the open-access journal for physics
N2  - 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.
KW  - diffusion
KW  - Boltzmann distribution
KW  - fractional Brownian motion
Y1  - 2022
U6  - https://doi.org/10.1088/1367-2630/ac7b3c
SN  - 1367-2630
VL  - 24
IS  - 7
PB  - Dt. Physikalische Ges.
CY  - [Bad Honnef]
ER  - 
TY  - JOUR
A1  - Guggenberger, Tobias
A1  - Chechkin, Aleksei V.
A1  - Metzler, Ralf
T1  - Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions
JF  - Journal of physics : A, Mathematical and theoretical
N2  - We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise (FGN) in a superharmonic external potential of the form U(x) proportional to x(2n) (n is an element of N). When the noise is considered to be external, the resulting overdamped motion is described by the non-Markovian Langevin equation for fractional Brownian motion. For this case we show the existence of long time, stationary probability density functions (PDFs) the shape of which strongly deviates from the naively expected Boltzmann PDF in the confining potential U(x). We analyse in detail the temporal approach to stationarity as well as the shape of the non-Boltzmann stationary PDF. A typical characteristic is that subdiffusive, antipersistent (with negative autocorrelation) motion tends to effect an accumulation of probability close to the origin as compared to the corresponding Boltzmann distribution while the opposite trend occurs for superdiffusive (persistent) motion. For this latter case this leads to distinct bimodal shapes of the PDF. This property is compared to a similar phenomenon observed for Markovian Levy flights in superharmonic potentials. We also demonstrate that the motion encoded in the fractional Langevin equation driven by FGN always relaxes to the Boltzmann distribution, as in this case the fluctuation-dissipation theorem is fulfilled.
KW  - anomalous diffusion
KW  - Boltzmann distribution
KW  - non-Gaussian distribution
Y1  - 2021
U6  - https://doi.org/10.1088/1751-8121/ac019b
SN  - 1751-8113
SN  - 1751-8121
VL  - 54
IS  - 29
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  -