English

Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes

Statistical Mechanics 2015-06-15 v1 Quantitative Methods

Abstract

We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient D(x)D(x). For power-law forms D(x)xαD(x) \simeq|x|^{\alpha}, this process yield anomalous diffusion of the form  <x2(t) >t2/(2α)\ < x^2(t)\ > \simeq t^{2/(2-\alpha)}. Interestingly, in both the sub- and superdiffusive regimes we observe weak ergodicity breaking: the scaling of the time averaged mean squared displacement \{\delta^2} remains \emph{linear} and thus differs from the corresponding ensemble average  <x2(t) >\ <x^2(t)\ >. We analyze the non-ergodic behavior of this process in terms of the ergodicity breaking parameters and the distribution of amplitude scatter of \{\delta^2}. This model represents an alternative approach to non-ergodic, anomalous diffusion that might be particularly relevant for diffusion in heterogeneous media.

Keywords

Cite

@article{arxiv.1303.5533,
  title  = {Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes},
  author = {Andrey G. Cherstvy and Aleksei V. Chechkin and Ralf Metzler},
  journal= {arXiv preprint arXiv:1303.5533},
  year   = {2015}
}

Comments

5 pages, 5 figures, Supplementary Material within source files

R2 v1 2026-06-21T23:46:26.298Z