Transient aging in fractional Brownian and Langevin-equation motion

被引:39
|
作者
Kursawe, Jochen [1 ]
Schulz, Johannes [2 ]
Metzler, Ralf [1 ,3 ,4 ]
机构
[1] Univ Oxford, Math Inst, Wolfson Ctr Math Biol, Oxford OX2 6GG, England
[2] Tech Univ Munich, Dept Phys, D-85747 Garching, Germany
[3] Univ Potsdam, Inst Phys & Astron, D-14776 Potsdam, Germany
[4] Tampere Univ Technol, Dept Phys, FI-33101 Tampere, Finland
来源
PHYSICAL REVIEW E | 2013年 / 88卷 / 06期
基金
芬兰科学院; 英国工程与自然科学研究理事会;
关键词
ANOMALOUS DIFFUSION; NONERGODICITY; SUBDIFFUSION; KINETICS;
D O I
10.1103/PhysRevE.88.062124
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
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 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.
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页数:13
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